Exhaust manifold
The exhaust manifold is attached to the cylinder head and carries each cylinders exhaust and combines it into one pipe. The manifold can be produced of steel, aluminum, stainless steel, or more regularly cast iron.
Oxygen sensor:
Every modern fuel injected cars use an oxygen sensor to calculate how much oxygen is present in the exhaust. From this the computer can increase or subtract fuel to obtain the correct mixture for maximum fuel mileage. The oxygen sensor is planted on the exhaust manifold or close to it in the exhaust pipe
Catalytic converter
This muffler-like part changes harmful carbon monoxide and hydrocarbons to water vapor and carbon dioxide. Some converters also reduce harmful nitrogen oxides. The converter is found between the exhaust manifold and the muffler.
http://www.automobileglobe.com/components-and-functions-of-the-exhaust-system/