The first named highway it seems was the Lincoln Highway. http://www.gbcnet.com/ushighways/history.html

if memory serves me it would be State Route 30 in 1925 also called the Lincoln Highway. The Lincoln Highway was the first road across America. This famed transcontinental highway was actively promoted by Carl G. Fisher. By early September 1912, he began organizing the effort by holding a dinner meeting in Indianapolis with many of his automobile industry friends where he urged their support to help fund it. The Lincoln Highway spanned more than 3000 miles[1] (5000 km), coast-to-coast, from Times Square in New York City to Lincoln Park in San Francisco, originally through 13 states: New York, New Jersey, Pennsylvania, Ohio, Indiana, Illinois, Iowa, Nebraska, Colorado, Wyoming, Utah, Nevada and California. In 1915, the "Colorado Loop" was removed, and in 1928, a realignment relocated the Lincoln through the northern tip of West Virginia. Thus, there are a total of 14 states through which the highway passed. The Lincoln Highway is one of America's best-known historical roads. It inspired the Good Roads Movement and the National Interstate and Defense Highways Act of 1956, which was championed by President Dwight D. Eisenhower, influenced by his experiences as a young soldier crossing the country in the 1919 Army Convoy on the Lincoln Highway. As the first road to link the East and West Coasts of the United States, the Lincoln Highway brought great prosperity to hundreds of cities, towns and villages along the way. Affectionately, the Lincoln Highway became known as "The Main Street Across America", a nickname that, even today, remains synonymous with the famous old road. The Lincoln Highway Association, originally established to plan, promote and sign the highway, is now dedicated to promoting and preserving it.

The Lincoln Highway, from New York to San Francisco was the first, in the early 1920s. http://www.gbcnet.com/ushighways/history.html There were about 250 "named" highways before a system of numbered highways was developed.

The first unofficial highway running east to west was the Lincoln Highway. The first official US highway was (logically) US1 - running from Maine to Miami, although a lot were named at the same time, so you could make a case for any of them. There is also the Dixie Highway, going from Canada to Miami. "The organizational meeting for the Dixie Highway Association occured on April 3, 1915 in Chattanooga, TN. The name was chosen to honor 'Fifty Years of Peace' between North and South." Most of the Dixie Highway is I75 now. :) This website actually has a neat history on the naming of all the roads since 1925. http://www.us-highways.com

Davidson Freeway in Detroit Michigan