Where is the oil filter on the 2002 s40 Volvo?

The oil filter is located underneath the engine, passenger side.

You will see it in a black plastic housing. The Volvo S40 doesn't use a traditional metal style oil filter. You can order the filter from your Volvo dealer or K&N makes one as well, model # HP-7002. You will need a special wrench to remove the filter, you can order this from your Volvo dealer or from Amazon.com (search for Volvo S40 filter wrench), made by AST/Assenmacher, cost is roughly $14.00.