Actually, there’s a sign that says “No Exit 4” on I-95 South in Rhode Island. (There is an Exit 5 in both directions–in fact, it’s complete cloverleaf.)
I remember this because there is a similar sign in Rhode Island I remember on Route 24 South in Tiverton that also said: “No Exit 4.”
So when my son was about 4 or 5 years old, and we were driving on those roads, I would always tell him to keep a sharp eye out for Exit 4, because that was our exit.
I got him good a few times before he caught on. The first time, he was so upset, saying “Oh, no, Daddy! There’s no exit 4!”