The concept of Continuous Authentication is to authenticate an entity on the basis of a digital output generated in a continuous way by the entity itself. This concept has recently been applied in the literature for the continuous authentication of persons on the basis of intrinsic features extracted from the analysis of the digital output generated by wearable sensors worn by the subjects during their daily routine. This paper investigates the application of this concept to the continuous authentication of automotive vehicles, which is a novel concept in the literature and which could be used where conventional solutions based on cryptographic means could not be used. In this case, the Continuous Authentication concept is implemented using the digital output from Inertial Measurement Units (IMUs) mounted on the vehicle, while it is driving on a specific road path. Different analytical approaches based on the extraction of statistical features from the time domain representation or the use of frequency domain coefficients are compared and the results are presented for various conditions and road segments. The results show that it is possible to authenticate vehicles from the Inertial Measurement Unit (IMU) recordings with great accuracy for different road segments.