EDIT: Due to the sudden curiousity of my smoked tail lights and side markers i am changing this to a write up on how to do it.
There are many ways of doing this and im not saying mine is the right way but it looks great and was cheep. Please be sure you know the laws in your area, i live in idaho and have been pulled over a few times and the piggies have not said anything about it but when i was in washington i got pulled over just for this... Sorry i didnt wash the car before pictures.
Go to your local hobby shop and ask them for a can of black tint spray. If you have trouble finding it, its used to tint the plastic windows of little rc cars.
I picked up a can for less then 6 bucks. I pulled the tail lights off and took off the plastic piece that goes along the bottom. After that you will more then likely want to tape everything off for a more professional look. Then just spray on coats of the tint spray untill you are happy with how dark they are, waiting about 15-20 minutes between each coat.
As for the side markers i just taped them off with some masking tape and newspaper and followed the same step as above.
Sorry i dont have any pictures of removing the lights or anything all i have is the after math.

 

Maybe i should have washed it first?

 

gotta say i HATE silver audi's... i just don't think it fits, i'm a sucker for good old black on black, BUT this gives me hope. Im looking at 2 S4's to buy, and one is silver, and i'd rather the black one, but this gives me hope. the smoked tails and side markers with the tint all round looks hot man... kudos

 

i agree it looks better on black yes but since the windows are tinted it makes a big difference. thats why i thought it would be okay and i wouldnt have done it if the windows wernt tinted first... next step is to get some black wheels with a chrome polished lip.

 

I dont like the look on a black car but it looks great on yours.

 

Use VHT night shades. It is a sray tint for this specifically. I use it at my shop all the time.
Remove the lights, sand lightly with 1000 grit or so and use a pre clean to remove dirt and grease. Just spray light coats as this stuff is very watery. spray until lights are dark enough for you. I have not done my S4 lights , but I have done my wifes Denali and my Corvette. They dont look like that cheap crap that shows as red. this is black. But the light shines through very well.

 

still waiting to see smoked tails on a IY