Plans for the first federally funded roadway called for a connection between Baltimore and St. Louis. This was in 1803 and Baltimore was at the urban heart of the young nation with St. Louis its most western settlement. Thomas Jefferson was president and, before the year was out, he had extended the western border to the Rockies with the Louisiana Purchase, initiated plans for Lewis & Clark's Corp of Discovery to depart St. Louis to explore that purchase, and saw to congress setting up funding for a road to reach that key point.
It never quite made it. Lewis & Clark had long been home when work was actually started in 1811. By 1818, the ribbon of crushed stone reached Wheeling and got as far as Vandalia, Illinois in 1841. Politics, money, and railroads kept it from reaching the Mississippi and the Baltimore Pike, linking Baltimore with Cumberland, was privately funded. But that first piece of the U.S.'s vast system of highways did run for roughly 800 miles and made western travel a lot more convenient.
The original National Road has been part of two major coast to coast routes. US-40 uses it in connecting Atlantic City with San Francisco and the National Old Trails Ocean-to-Ocean highway included much of it in its run from New York to Los Angeles. My hope is to someday just travel the original Cumberland to Vandalia road with enough time to visit a few of the historic taverns along the way.
ADDENDUM: This page lived for several years in the "Just Seeds" section of this site. It is now sprouting and a section for the real trip is here. While creating that section, I've learned of errors in this page. 1) Although the road was discussed in 1803 and even earlier, the first official action took place in 1806. 2) The original project was a road connecting Cumberland, MD, and the Ohio River. Baltimore was never part of the actual National Road and the extension to the Mississippi was authorized years later.