Actually, prior to Eisenhower, everything was pretty much connected (how do you think people got to the west coast?)—my mom took a road trip as a kid from Pittsburgh, PA out to LA—Route 66 anyone?
Anyways, it’s not that it’s a series of trees, it’s a network—there’s local streets, like the one I live on, that feed into larger arteries, those arteries feed into Highways. Most places in the country, the Highways are are also the Interstates—it’s actually a tax designation—but in much of the west, the states have built some of the major state routes up to Interstate standards.
Basically comes down to this—an interstate highway is federally funded. There are many interstates that don’t cross state borders, not just the one in Hawaii. Actually, this article has far more information on the subject, and links to the info on the Interstate system (which is sort of a supergrid):
http://en.wikipedia.org/wiki/US_Highway
(My personal opinion is that LA is in need of “express routes” connecting its highways, but that is a horse of a different color)