Exhaust manifold
Turbo
Oil/Water lines
dump pipe
Inlet manifold
Fuel Rail and injectors
Intercooler
ECU (piggyback)
Dyno will need doing to set up.
Wiring
Better brakes
pistons
Try looking on here http://www.turbo-kits.com/
Best place to ask what is needed and what fits etc is really from the best people,on the free forums below.Iam sure they will give you an exact detailed answer.
http://www.vpcuk.org/forums/forumdisplay
http://www.volvoforums.org.uk/
http://www.volvo-forums.com/
http://www.volvoclub.org.uk/forums.shtml
http://www.volvot5.co.uk/
http://www.matthewsvolvosite.com/
http://www.volvoforums.com/Im trying to install a turbo on my volvo 850 n/a, and i was wondering do i have to change alot of things.....?yes in theory they will fit with some modification. HOWEVER, the compression ratio in turboed cars in lower which prevents pinging and damage to the engine. Also the ECU from the Turbo car will be different. I would advise getting the ECU as well from the turbo 850. Do your homework before jumping into this project. It is a huge one and can really mess up your car. If you are just looking for some more power i would check out www.ipdusa.com they have some sic performance upgrades. They are a volvo specialist