Denver does this; not sure if that's the OP's city, but you can see the relevant bit here: https://www.google.com/maps/@39.7565211,-104.99244,14z

I'm in the Central Valley (CA), and I notice that this is a pattern that seems to be repeated up and down the 99 (Downtown parallels the freeway while the rest of the city exists on a normal grid).

Montreal works this way -- the street grid is aligned to the St. Lawrence rather than to compass directions