I hear in some countries, UK at least, probably others, they refer to motorways as the __. Like "The M25".

I've heard it used here in the United States in places like California, they have "The 405" meaning interstate 405, or "on the 199", meaning highway 199.

However here on the east coast I have not heard of this. I've never heard "The 4" or "The 75". I always hear it called "I-4 or I-75".

I wonder why that is? 

This is very common in my area. It's common for people to refer to both numbered and named highways as "The 401" meaning Highway 401, "The 400" meaning Highway 400, "The QEW" meaning the Queen Elizabeth Way, "The DVP" meaning the Don Valley Parkway, or "The Gardiner" meaning the the Gardiner Expressway.

Also highways seem to be the accepted term for this type of road here even though the MTO (Ministry of Transport of Ontario) refers to them as freeways. Most of the numbered highways here are known as the 400 series but there are some municipally owned highways and roads built highway standards that are not numbered as such.

We also have an I-405 up in the Bellevue area, which is just east of Seattle. It's often called "the 405." I-5 here is just called "I-5. Usually it's the highways/freeways with bigger numbers that "the" is added onto.

The HGV, (semi) drivers in the UK usually also give stated destination too like “I’m going northbound M6”, or “heading southbound M1” 

If I'm driving and talking to someone on amateur radio, if they ask where I am I usually say something like "southbound on the A1" or "heading east on the M6" or whatever. Then again I might just say "A1 south", it all depends, I don't have a standard way of saying it that I always use.

Here most locals know the routes, so referring to I-29 or Route 69 or Missouri Route 152 as 29,69, or 152 is common since we know where those roads are in relation to where we are.

Same here in the Fort Lauderdale area.
We have have State Road 7, which to add to the confusion is also known as highway 441.
The locals simply know it as 441.
So if you say 441 it's not to difficult to figure out where you are.
We also have 595 that's an easy one.

As far as the Interstates go we have I-95, I-75, I-10, and I-27.
But the locals just use the numbers and it's easy enough.

As a long haul truck driver I'm getting used to memorizing all of the Interstate numbers.
That's how we communicate with each other.

This is very common in my area. It's common for people to refer to both numbered and named highways as "The 401" meaning Highway 401, "The 400" meaning Highway 400, "The QEW" meaning the Queen Elizabeth Way, "The DVP" meaning the Don Valley Parkway, or "The Gardiner" meaning the the Gardiner Expressway.

Also highways seem to be the accepted term for this type of road here even though the MTO (Ministry of Transport of Ontario) refers to them as freeways. Most of the numbered highways here are known as the 400 series but there are some municipally owned highways and roads built highway standards that are not numbered as such.

Here where I am we usually call them highways too, I don't ever really hear freeway.

Some older literature I've seen from the 40s and 50s sometimes shortens it to "hi-way" I don't know if that was just something they did back then because I don't see it written that way in today's terms.

Same here in the Fort Lauderdale area.
We have have State Road 7, which to add to the confusion is also known as highway 441.
The locals simply know it as 441.
So if you say 441 it's not to difficult to figure out where you are.
We also have 595 that's an easy one.

As far as the Interstates go we have I-95, I-75, I-10, and I-27.
But the locals just use the numbers and it's easy enough.

As a long haul truck driver I'm getting used to memorizing all of the Interstate numbers.
That's how we communicate with each other.

Here I sometimes hear them called highway ___ but usually in everyday conversation locally we just call it by the number. In ads and stuff they will refer to as state road ___ or US __. Although even in local conversation we usually still refer to county roads as "county road __" instead of just a number.

The HGV, (semi) drivers in the UK usually also give stated destination too like “I’m going northbound M6”, or “heading southbound M1” 

Do you call roads in UK highways or freeways, etc? I've watched some British shows and heard of major roads referred to as "motorways." I've also heard the term "dual carriageway", which I'm not sure is what we would refer to in the US as a two lane road with just lines dividing, or a divided road where there's a median between the lanes.

Not sure whether the east cost applies colloquial names to their expressways and turnpikes.

It is common in the Midwest city of Chicago to either apply "the" or give it a nickname. The I-90/94 is called "The Kennedy" (J.F. Kennedy Expressway), the northern part of I-94 is called" The Edens" (Williams G. Edens Expressway) while I-290 is nicknamed "The Ike" (Dwight D. Eisenhower expressway). Chicago has expressways, a Skyway and the Tri-State tollway but no freeways; you see those more in California.

Do you call roads in UK highways or freeways, etc? I've watched some British shows and heard of major roads referred to as "motorways." I've also heard the term "dual carriageway", which I'm not sure is what we would refer to in the US as a two lane road with just lines dividing, or a divided road where there's a median between the lanes.

We’re a bit boring here!  , the large heavy traffic routes that you guys would call freeways, we just call them motorways, all others are just known as ‘roads’ by people from Cheshire!, except when talking about dual carriageways which we say as their numbers, i.e, the A500 or A30

When I lived in the UK Midlands, there is a motorway-type road connecting Birmingham City Centre with the M6 motorway. It's called the A38(M) Aston Expressway, but the locals invariably call it the Aston Distressway 

It's two-way traffic but with no central divider; there are 7 lanes, with the centre three lanes reversible to go in either direction depending on time of day. This makes life very interesting in peak periods   

There’s an interesting channel on YouTube where they cover ‘the UKs abandoned roads’, there’s a few that have all their street lighting installed, but never got energised!
Think of all those HPS lanterns with new lamps in that have never even seen an electricity supply, because the road never got finished! 

Some in southern California call them by name for the destination or city that they pass through. Names like Artesia Fwy (91) goes through Artesia, Garden Grove Fwy (22), Long Beach Fwy (710), ect. Harbor Fwy (110) ends at the L.A. harbor ect.