Completely random tidbit of information, in Houston (and only Houston) we call them 'feeder roads.'
My partner (who moved to Houston around middle school age) and her mom both call it the feeder, but I always assumed it was a midwest thing since mom's side of the family is all from Michigan.
That said, the old Harvard Dialect survey does suggest this is fairly widespread (though definitely more common in the Houston area): http://dialect.redlog.net/staticmaps/q_99.html