Road where Shawn escapes during the car chase in episode 4x09 "Shawn Takes a Shot in the Dark". Also where Tommy drives the Laborghini towards the police road block in episode 5x05 "Shawn and Gus in Drag (Racing)".
Source: Psych Forums
The bus from Casper to Cheyenne drives down the highway in episode 1x01 "Burnt Food".
Mulder follows the truck that William took a ride in but by the time he gets there William is already gone in episode 11x10 "My Struggle IV".
Juno breaks down in tears at the side of the road after seeing Mark & Vanessa break up.
Location of the car crashes at the start of episode #321 "The Last Sam Weiss".