I've been wondering why this hasn't been researched more heavily before now. There are many points in the car that this tech could be utilized, not just the exhaust pipe. You could theoretically coat the whole engine compartment that the ICE is contained in to capture the waste heat from the whole thing. If my understanding is correct, thermoelectric compounds could also act as a good insulating blanket. Say you wrap the battery in this stuff, while at home, you start charging, this keeps the battery warm, it starts to get cold outside, you generate a small current in the material that can be redirected to the battery. While this might not cause any significant increase in the battery power, it might keep the temperature of the battery up and take longer for the battery to reach the temp where it can not operate. Someone will probably weigh in here and call this idea crap, but I don't claim to understand the physics of thermoelectric compounds completely.
The cost of (creating a)/(or covering the) battery case (out of)/(in) a thermoelectric compound is probably prohibitive as well, even if the idea is sound.