N J Line/Holland Tunnel to New York County/West Side Expressway.
Counties: New York.
Control Cities: Holland Tunnel.
This is the official NYSDOT info: The signing of I-78 ends at the Newark Bay extension of the New Jersey Turnpike in Jersey City, NJ. New signs have been installed for I-78 along the West Side Highway (NY 9A). Apparently, Exit 3 reads "I-78, Holland Tunnel, Canal Street". These are the first I-78 references in Manhattan in quite a while. According to my 1964 map, I-78 was signed from the Northern State Pkwy to I-95.

Pa. Line to Canadian Border via Binghamton, Syracuse, Watertown, 1000 Islands Bridge.
Counties: Broome, Cortland, Onondaga, Oswego, Jefferson.
Notes: Also known as the "Penn-Can Highway" (but this designation is not commonly used). SR 81I, not related to N Y 81.
Control cities: Scranton, Binghamton, Syracuse, Watertown, Canada.

Pa. line to Conn. line via Newburgh. Control Cities: Port Jervis, Newburgh, Danbury.
Counties: Orange, Dutchess and Putnam.
Notes: Currently maintained by the New York State Thruway Authority.

Note: I-86 is currently signed from Interstate 90 Exit 37 near Erie, Pa. to just west of Horseheads at NY Route 14 and from Interstate 81 to the Broome-Delaware County line. NY Route 17 is co-signed along the entire stretch of this designated portion. The NY Route 17 signs will remain until the entire length of the Southern Tier Expressway and the Quickway (both NY Route 17) is brought up to Interstate standards and rendesignated as Interstate 86. The two-lane of portion of NY Route 17 from the New Jersey line to the Quickway will remain as NY Route 17 after the conversion takes place.

Pa. line near Findley Lake to Interstate 87 Exit 16.
Counties: Chautauqua, Cattaragus, Allegany, Steuben, Chemung, Tioga, Broome, Delaware, Sullivan, Orange, Rockland (two-lane portion of NY Route 17 passes through Rockland County, there is no scheduled upgrade and planned renumbering at this time.)
Notes: West of Binghamton, known as the "Southern Tier Expressway". Exits 1 and 3 (was 1 and 2 before the Pa. renumbering project in the early 2000s) are on the former Pa. Route 17 portion, first exit in New York is Exit 4. Exit 60 is on a 1.5 mile stretch of road in Pennsylvania, however the road is maintained by NYSDOT, and has its own control "section" specified on the reference markers, as if you had crossed the a city line.
Control Cities: Erie Pa., Jamestown, Elmira, Binghamton, New York.

I-278/Triborough Bridge to Plattsburgh/Canadian Border via Newburgh, Albany, Lake George. Counties: Bronx, Westchester, Rockland, Orange, Ulster, Greene, Albany, Saratoga, Warren, Essex and Clinton.
Control Cities: New York, Albany, Montreal, Buffalo*.
Notes: I-87 is part of the New York Thruway from NYC to I-90. There's essentially three "sets" of exit numbers. 1-14 in New York City area. 1-24 on NY Thruway. 1-43 north of Albany.

*I-87 does not go to Buffalo, however distance signs indicate Buffalo for the New York State Thruway Authority maintained portion of the highway.

I-81/Binghamton to I-90/Schenectady. Also designated the "Senator Warren M. Anderson Expressway".
Counties: Broome, Chenango, Delaware, Otsego, Schoharie, Schenectady. Control Cities: Binghamton, Oneonta, Albany.
Notes: Exits weren't numbered until the road was completed in the late 1980s.

From Jack Thomas: During the 70's, Interstate 88 was originally going to be extended past its current terminus at the New York State Thruway(Exit 25A), through Albany(The Crosstown Connection part of Route 7, and "Alternate" Route 7 were built along the original grade of the once proposed extension), to Bennington and Brattleboro, Vermont, and eventually to I-93 in Concord, New Hampshire.

The new Bennington Bypass was also built along the original grading of I-88, and is a super two expressway running from the New York State line to U.S Route 7 in Bennington. The exit for U.S. 7 in Bennington was originally going to be a double fused trumpet interchange for Interstate 88, and the original I-89(running along the U.S 7 corridor from Burlington, Vermont to Norwalk, Connecticut. Present day I-89 was supposed to be signed as another route, but I do not know which number it would've been signed). I-88 would've originally ended at I-93 in Manchester, New Hampshire. The original highway was graded for part of the way, around Manchester as well, but after the plans were dropped, that section of highway was signed I-293.

I hope this information is helpful for you! I've learned some of this from Brian Florence, and some of my own speculation.

From John R. Grout (12/4/05): To avoid the cost of building I-88 all the way to Albany, a legislative exemption was passed for the tolls between the end of I-88 and Exit 24 (I-87/I-90)... but only when entering and exiting at those interchanges. In a sense, I-88 is like a set of express lanes along that stretch of the Thruway...if you keep going past one end or the other, or get on or off in the middle, you have to pay as if you were on I-90 all along.

When I last traveled that way, they also granted the toll exemption for those leaving or entering the exurban Schenectady streets next to I-88 as well as I-88 itself, but those streets aren't in a good place to carry through traffic between Albany and Schenectady (probably not a coincidence).

Pa. line to Mass. line. via Buffalo, Syracuse, Utica, Albany.
Counties: Chautauqua, Erie, Genesee, Monroe, Ontario, Seneca, Cayuga, Onondaga, Madison, Oneida, Herkimer, Montgomery, Schenectady, Albany, Rensselaer, Columbia.
Control Cities: Erie, Buffalo, Albany, New York*, Boston.
Notes: Exits 61-24 maintained by New York State Thruway Authority. (Pa. Line to Albany). Through Albany, I-90 leaves the Thruway at Exit 24 and is maintained by NYSDOT (Exits 1-12). Before this portion was completed in the early 1970s, I-90 followed I-87 down to the Berkshire Section of the Thruway. Rejoins the Thruway at Berkshire Section, Exits B1-B3 and continues to Mass. Pike. Due to Thruway exit numbering, exit numbers and mile markers decrease instead of increasing west to east.

New Jersey Line at George Washington Bridge to Conn. Line.
Counties: New York, Bronx, Westchester.
Notes: Maintained by New York Thruway Authority Exit 8 to Conn. Line as New England Thruway. The only non-NYCDOT maintained road in New York City. (Mike T.)

Pa. Line to I-86 in Painted Post.
County: Steuben.
Notes: This will run along the current US Route 15 Freeway. The interchange with Interstate 86 is currently under complete reconstruction, more information available at the NYSDOT website.

The Interstate 99 designation is in strict violation of the AASHTO (American Association of State Highway and Transportation Officials) interstate route numbering scheme. The I-99 designation should be EAST of I-95 along the east coast. The most logical number for this roadway would be Interstate 83. The I-83 designation would be beneficial as it would provide a 2-digit Interstate route starting in Baltimore, and with I-390 converted to I-83, it would bring a north-south 'main' interstate to Rochester.

However, Representative Bud Schuster of Pennsylvania wrote the I-99 designation into law (the only interstate to have it's number written into law) so that the interstate that he helped bring into place would have a 'nifty' number.

Interstate 81 near Watertown to Interstate 87 near Plattsburgh. Commonly referred to as the "Rooftop Highway" or "Northern Tier Expressway", this freeway is in proposal stages and would roughly parallel and/or replace US Route 11 through Jefferson, St. Lawrence, Franklin and Clinton counties.

More information available here.