Just for fun, how about others list interstates that are actually only intrastate.
Ex: I-97 goes from Baltimore, MD to Annapolis, MD. It’s so short it doesn’t even leave Anne Arundel County! 
Welcome to the SDMB, RevRagnarok.
A link to the column is appreciated. Providing one can be as simple as pasting the URL into your post, making sure to leave a blank space on either side of it. Like so: http://www.straightdope.com/classics/a3_129.html
Counting only one- and two-digit numbers in the 48 contiguous states, I think the list would include the following:
4 (FL), 12 (LA), 16 (GA), 17 & 19 (AZ), 27 & 37 (TX), 43 (WI), 45 (TX), 49 (LA), 73 (NC), 87 (NY), 96 (MI), 97 (MD), 99 (PA)
Strictly speaking, 66 is found only in one state (VA), but also in the District of Columbia.
86 refers to two separate highways, one entirely within ID.
88 refers to two separate highways, one entirely within IL and another entirely within NY.
How 'bout let’s not, since you can find a handy list with the first Google link.
And you’ll quickly discover that the vast majority of Interstate routes are actually short connectors and feeders inside single states.
A newspaper in Hayward, CA carried this line:
“Industrial Boulevard is empty because it is a road to nowhere. Work is underway to extend it.”
As I posted in another thread recently, I-695 in DC is the only interstate highway to pass through zero states.
That Interstate Google link I gave lists 695 as Beltway-Baltimore, and state as Maryland. Maps confirm it.
There’s a spur of 66 that’s mostly in DC but it goes out to Virginia.
Other than that I can’t see anything that might be restricted to DC.
Do you want to doublecheck this?
That’s Maryland 695. Three-digit numbers can be reused in different areas, you know…
Just as for 50/301 being unsigned 595 for some ways, 695 in DC is totally unsigned. In this case it’s not due to confusion with already having two other numberings, but because it’s only 2.24km long, connecting I-395 and I-295 in DC.
Interesting. I Googled more about it and it’s the most existential highway I’ve ever seen. If a route is unsigned except for other numbers, then does the number exist or is it a phantom artifact of the system? Is it a dord? 
No, it’s not a mistake. You’re making the assumption that the purpose of numbering the route is to tell drivers where they are.
The Interstate Highway System is a class of roads which receive federal funds from a certain pot. The states maintain these roads, and get money from the federal government for it. The Department of Transportation needs to name these roads in order to keep track of them, and usually the same name is posted on the road itself. Every driver can see that I-95 is I-95, but the DC section of I-695 is just named so for bookkeeping purposes.
What about Puerto Rico? 
http://en.wikipedia.org/wiki/Interstate_Highways_in_Puerto_Rico
Touché
There’s a “phantom interstate” in Dallas also;
http://www.interstate-guide.com/i-345_tx.html
I’m sure there are others as well.
I-345. Interesting. Apparently I’ve travelled on it about a gazillion times. As with the DC highway described above, the road itself does indeed exist, but is not numbered as such. As the link accurately portrays, the stretch of highway involved is only labeled as US-75. Not so odd, when you think about it, as there are a great many stretches of road that are “double-labeled”, i.e., the same road is part of several different highways. Since adding the additional I-345 signage would only confuse matters in an already confusing area, I’m glad they elected not to use it.
The nearby Woodall Rogers highway, on the other hand … could really stand better signage.
Cecil himself has mentioned Interstate mileage in Hawaii, presumably only on Oahu. There, of course, you couldn’t actually go to another state without getting your wheels wet… 
The I-805 is an interstate loop which splits off from the venerable I-5 (which touches both national borders) north of the city of San Diego, goes southeast (it can’t very well start out going southwest!), comes back southwest somewhere around the I-8 and merges back into the I-5 before hitting the Mexican border.
CA-163 is similar, except it splits from I-15 north of San Diego and halts near I-5, specifically at 10th St. in downtown SD. I think if it actually merged into the 5 at some point it would be I-163 (although oddly enough, the 15 becomes a state highway somewhere south of the 8, the city’s main east-west interstate).
Not to mention Guam, American Samoa, the Phillipines…
Now that would be a neat trick, especially since the Philippines is a foreign country–and became independent in 1946, ten years before the Interstate Highway System was even approved…
Guam and American Samoa? That’s pushing it a bit… 
Er. Well. I meant the…American Phillipines. You know, that one little island. Near the really big ones. Yeah, that one. You forgot about that one, didn’t you?
Okay, I admitted I was wrong and there are interstates in Puerto Rico. I’m going to have to ask for documentation on these 'cause I can’t find them.
I pulled them out of my arse, but Guam and American Samoa are both US territories and may just as likely have interstates to nowhere.