Mein Freund hat "bei/in" unserem Auto das Licht brennen lassen.
which preposition we use: bei or in?
I natively speak standard German and I'd agree with Heike: "An unserem Auto" would be at our car, i.e. the exterior lighting. "In unserem Auto" would be in our car, meaning the interior lighting.
"Er hat bei unserem Auto das Licht brennen lassen" sounds either as if the light was left burning near the car, or as if the speaker didn`t quite know where exactly the light had been left burning.
I speak also a German dialect (I'm from South Tyrol) an I would also say "bei". But at school, we speak "Hochdeutsch" there, I would say "bei", too. But I think an and bei are both correct. But I can't say I can't say if it's definitely, true because I'm not a native "Hochdeutsch" speaker. :-)
I would say that I'm a "Hochdeutsch" speaker, although not really strict (and with many colloquialims - is that a word? :-D)... Was a bit confused because I also thought "bei" would be fine... But maybe it's simply colloquial usage in different areas... "An meinem Auto" sounds way better in my ears :-)