On the Hockenheim track in Germany the fastest diesel has been the MTM A5 3.0 TDI...
And it did the exact same time as the current BMW M5 (1.17,6). Not bad given the fact that it's "just" a tuned-up 3.0l v6 with 300hp (the standard Audi A5 3.0tdi has 60hp less). Other fast diesel cars are for example the BMW 330d and 335d.
However, this is about as fast as it gets at the moment. All these cars (except the tuned-up versions like the mtm a5) do 0-60mph in ~6 seconds and have a top speed of 155mph. The bigger diesel engines (e.g. the Audi 4.2tdi / 326hp) are only availble in bigger, heavier cars because the engines themselves are very heavy and would completely mess up the weight balance in smaller cars.
However, the impressive thing with these engines is: You can drive them fast and still get ~35mpg easily. Furthermore, they are perfect for lazy motorway driving because of the massive torque.
The fastest diesel race-car (apart from a few drag-racers) is probably the Audi R10 TDI (5.5l v12 / 650hp / 1200nm, won Le Mans two times).