Yeah that would involve identity resolution using a mix of deterministic and probabilistic matching.
Usually you'd start by adding a URL parameter to all CRM communications to connect your first-party customer data with their device(s). When a customer clicks a tagged link, all their past anonymous data can be backfilled.
Lead form submissions are also an obvious way to identify users.
Once you go beyond those two simple deterministic methods, that's when you'd need probabilistic matching - using techniques like identity graphs and anonymous visitor identification.
In automotive, a CDP is a big lift - especially with the lack of open APIs. Fullpath probably has the best turn-key solution for automotive right now, but they're also limited by the closed-off ecosystems from automotive vendors.
And that's just to get the data ingested and unified. To actually generate an ROI, you then have to activate the data.