The normal fish type markets here smell of fish, of course, but it's the dried and fermented fish that stinks. A friend of my wife prefers the fermented fish from the south (Rayong) coast so if we're in the region we get some. However, it is deposited in the pick-up bed (next to the durian), not in the cab.
The recipe I use for sambal should include fermented shrimp paste but I just cannot stand the smell never mind the taste so I exclude it.
Then we come to fermented fish sauce (nam plah) which luckily is for sale in sealed bottles (a whole 2m high, 12 metre long aisle is dedicated to it in one supermarket here). Unlike the shrimp paste in my sambal, fish sauce is an essential ingredient in the majority of Thai dishes so we're stuck with it. I have, however, learned to live with it.