Never done, but an idea...

Perhaps you could do something like the ship model builders do.  Cut a bunch of cross sections--in this case, except at junctions, all identical.  Then, cut your bottom piece in the shape and curves you want--it will take several, joined together, most likely, depending on the length.

Glue your frames onto the bottom of the road.  Now, glue thin strip plastic to the frames--thin enough that it will curve nicely.  Now you have a frame to glue a top piece--also cut to shape--onto.  That should be a start--something to try and practice with.  Once you have a piece or two that work, you can experiment with wider frames at junctions--that may well be more difficult.

Good luck--and if you manage, please post photos!

"Anyone done this or seen it done or have suggestions?"

 Haven't seen it modeled but if you look at them the freeways are pretty simple structures.  basically support pillars, longitudinal beams ,and a deck with railings. For N scale styrene might be the easiest to work with. Probably the hardest part would be painting, weathering,paint stripes, and traffic signs  to make it all look realistic..DaveBranum

Spline roadbed

It looks to me like you could make something like that using the same technique used to make spline roadbed.  Perhaps use two tapered segments for the sides, and two rectangular segments for the center.  Once you have the shape you want, add posts (styrene tube, dowels, whatever works) and then make the road surface to fit the shape and glue it down.