I guess those are called are tunnel roads. Off the top of my head, Princess and the Dragon (Expansion 3) has one, and Abbey and Mayor (Expansion 5) has one as well I think that leaves the field open on one side, and road opens out into the middle of the city. There might be a few others. Then, of course, there's an entire expansion called "The Tunnel", though those tiles aren't as useful for their field-extending abilities.
It's pretty hard for me to complain about those tiles though. You get a full, non-terminating road (unless playing with The Tunnel, in which case the roads are actually broken) AND the field wraps around it. Lots to like about that.