A couple of years ago, the Union of Concerned Scientists newsletter reported on a study comparing internal-combustion-powered vehicles to electric cars and hybrids for their environmental impact.

The combustion-powered vehicles were the worst polluters. The relative impact of electric cars depended on the electricity source. In parts of the US where electricity is produced from burning coal, hybrid cars were as environmentally friendly as electric cars. Where the all-electric cars really stood out was in areas where the electricity was provided by hydroelectric, wind or geothermal sources.

So... technically, your car may not be polluting the air directly, but there may be an environmental cost at some remote location. Still, it's theoretically easier to manage the pollution at one location where electricity is produced than at millions of individual pollution sources.
Steve