I had a few diesel Rabbits & Jettas years ago and they got pretty good mileage too. I thought I heard something about VW bringing out a 70 MPG diesel?
Here is an old review of the diesel Lupo. Yesterday's technology was getting 78MPG, diesel.
http://www.vwvortex.com/artman/publish/article_319.shtml
The Lupo is no longer manufactured, and most were European cars anyway. Never imported to the U.S., as near as I can tell. I looked and looked, but did not ever find one for sale in the U.S.