For you non-believers let me tell you this: J.K. Rowling can bite Zelazny in the behind, since none of the Harry Potter novels even comes close to the magic that this story generates. The first few paragraphs plunges you into an Andalusian-like vista filled with the hot sun and the humanity of thousands, the "tiers of humanity" with "sunglasses like cavities." Zelazny first establishes the sensory aspect of the time and place because this is important, once the plot begins the reader is thrown face-first into a world filled literally with nuts and bolts.
When the main character is introduced, he is not given his name right away. He is introduced as the mechador, which, as the story progresses, is something similar to Spanish matadors, except their business is done with classic, hood-stripped and violent cars with their own personalities - it just so happens that these automobiles, for one reason or another, are bred to attack any and all moving objects with an intent to kill, and it is the mechador's job, in this case, the celebrated Manolo Stillete Dos Muertos, to provide the onlookers with a show of dismantling and eventually "killing" the said vehicle, much like matadors would to a bull.
The short story is bathed in ambiguity, the least of these being how the automobiles have any sentience to begin with. There's also an obvious lack of background information about the event itself, although this isn't much necessary, as the story is self-sufficient as it is. The state of mechanization of both automobiles (via their sentience) and human beings (Dos Muertos is described as having died twice, and revived both times, and as having veins pumped with motor oil) seems to be rather advanced, if sloppy, although the sloppiness adds to the character of the tale.
One interesting point to consider is the title; auto da fe roughly translates to an act of faith. The cultural act of auto da fe, during the Spanish inquisition, referred to the ritualistic public penance of condemned heretics, which would precede the execution of the said transgressors afterwards. Whether this parallelism was important to Dos Muertos' tale, or was just an additional element to give the story more spice is unsure; the intermingling of bullfighting and religious penance into one subject can be traced back to the Spaniards (the bullfights continue to this day; the autos da fe do not), but while the mechador's fight can be seen as a public ritual act, I doubt that Zelazny was portraying these acts of faith through a sarcastic viewpoint.
This story was first published in 1980 in Roger Zelazny's short story collection "The Last Defender of Camelot." I am a better man for finding this short story collection. I will make my children read it, and if they do not rear their own kids with these stories told by their bedsides, I will most probably roll in my grave.