Don't remember if I have contributed to this thread, and too lazy to go look, but West Virginia has several along its Appalachian Regional Commission corridors, which are mostly surface routes. Also, the new US 35 four-lane is a surface route but has an interchange with WV 34 near Winfield.
There are a handful in Kentucky as well. US 23 is a surface route for all of its four-lane length but it has some interchanges scattered about. I wouldn't count the Hambley Blvd. interchange in Pikeville because it's the end of the route, but there are interchanges at KY 1384, KY 80, KY 114 and US 460. There are also plans to build a grade-separated interchange at KY 3 near Louisa. (Which, in my view, is a total waste of money. The current signalized intersection is at the bottom of a long downhill grade going north and the exit is being built, supposedly, to keep coal trucks from running the red light and slamming into vehicles that have the green on KY 3. I'd solve that by spending a few thousand dollars to put a mandatory truck stop at the top of the hill, instead of millions for an interchange.)
KY 67 has an interchange with KY 207. In Lexington, US 60 and KY 4 are both surface roads where they intersect on the east side of town, as are KY 4 and KY 922. (The freeway portion of New Circle Road starts just to the west, at the US 25 interchange.) And in Frankfort, US 60 and KY 676/US 421 are both surface routes at the site of Kentucky's first SPUI, built in the early '80s.
Kentucky also has a handful of grade-separated intersections that aren't fully directional interchanges. US 23 and KY 32 near Louisa, KY 321 (old US 23) and KY 1428 (even older US 23) south of Paintsville, KY 80 and KY 476 northeast of Hazard, new KY 15 and KY 205/KY 1812 in Breathitt County and US 119 and KY 160 at Cumberland are examples.
The logic of some of the grade separations on the newest sections of US 119 in Pike County escapes me.
In Tennessee, there is one in the western part of the state south of Jackson. Also in Kingsport there are grade separations at TN 36 (old US 23) and US 11W, and US 11W and TN 93. The southern split of US 25E and US 11W near Bean Station is a full interchange, while the northern split is not fully grade-separated.