There are also interstate highways in Alaska and Puerto Rico as well. Most of the interstate highways that don't cross into other states are regarded as auxiliary routes and are designated with 3 digits.Lots of states have interstate highways that never cross the borders into any other state. The name simply indicates that the construction and care for the road is federally funded rather than a state or local road.
The states actually own and are responsible for the interstate highways with funding primarily coming from federal, state, and local user fees.