The following two-digit United StatesInterstate Highways do not cross state lines. There is no real violation of any rule here - nothing says an interstate has to truly be inter-state, but it is an amusing violation of the phrase.
Of course, Alaska's and Hawaii's interstate highways are fully within that state's boundaries. And Puerto Rico is not a state, but it also has internal highways funded by the Federal Government.
Interstate 99 may eventually extend through New York but it currently has no direct connection with any other interstate. Surface roads connect it with I-70/I-76 at its south end.