cars.py

# -*- coding: utf-8 -*-
import scrapy


class CarsSpider(scrapy.Spider):
    name = 'cars'
    start_urls = ['http://pe.olx.com.br/veiculos/carros']

    def parse(self, response):
        items = response.xpath(
            '//ul[@id="main-ad-list"]/li[not(contains(@class, "list_native"))]'
        )
        for item in items:
            url = item.xpath('./a/@href').extract_first()
            yield scrapy.Request(
                url=url,
                callback=self.parse_detail
            )

    def parse_detail(self, response):
        url = response.xpath('//title/text()').extract_first()
        yield {
            'url': url,
        }

pipelines.py

# -*- coding: utf-8 -*-

# Define your item pipelines here
#
# Don't forget to add your pipeline to the ITEM_PIPELINES setting
# See: http://doc.scrapy.org/en/latest/topics/item-pipeline.html


class OlxPipeline(object):
    def process_item(self, item, spider):
        import pdb; pdb.set_trace()
        return item