Ive had that burning oil smell since i got my car too. Everything looks ok and its nothing very obvious. Im gunna change the valve cover gasket because i know its leaking just a little, but i dont see any oil dripping onto the manifold. But around the valve cover its kind of nasty so im just gunna change the gasket and clean it up some and then see.

 

any smoke?

does it smell kinda like eggs? or BO?

Could be a bad CAT

Could be burning oil/coolant... but if theres no smoke.. it cant be that much...

hmmmm

 

Sounds like the cam cover gasket. About a week after I bought my car I had the same smell of burning oil. If I drove it hard I could see it smoke a little too. Its a pretty common problem. The dealership took it to an independent shop and it cost about $900 at there expense. Audi wanted $1400. I bought the car from a Cadillac dealership. Audi said because the car sat for about a month on the lot before I bought it it caused the gasket to go bad.
01' 2.8l 30v