Ohio has an unusual law on the books and it can cost you a $150 dollar fine if you break it. You cannot leave your car running unattended not even in freezing cold temperatures.
The state of Ohio passed a law effective January 1, 2004, Ohio Revised Code (ORC) 4511.661 Unattended motor vehicles.
(A) No person driving or in charge of a motor vehicle shall permit it to stand unattended without first stopping the engine, locking the ignition, removing the key from the ignition, effectively setting the parking brake, and, when the motor vehicle is standing upon any grade, turning the front wheels to the curb or side of the highway.
The requirements of this section relating to the stopping of the engine, locking of the ignition, and removing the key from the ignition of a motor vehicle shall not apply to an emergency vehicle or a public safety vehicle.
(B) Except as otherwise provided in this division, whoever violates this section is guilty of a minor misdemeanor. If, within one year of the offense, the offender previously has been convicted of or pleaded guilty to one predicate motor vehicle or traffic offense, whoever violates this section is guilty of a misdemeanor of the fourth degree. If, within one year of the offense, the offender previously has been convicted of two or more predicate motor vehicle or traffic offenses, whoever violates this section is guilty of a misdemeanor of the third degree.
Does this mean in winter when it is cold enough to freeze your skin before the car warms up that you cannot leave your car running unattended? The answer is yes.
What about vehicle with auto-start? The law has not been updated in the last decade so it is technically illegal to auto-start your car, if you are not inside of it.
If you do not set your parking brake every time you shut off your car you are breaking the law. Turning the wheel toward the curb on a grade makes sense but setting the parking brake every time you are parked anywhere is another crazy law that is rarely enforced.