I would say that MASP in Sao Paulo could be an example, although it does not terminate a road seeing from Av. Paulista its address, but for the point of view of Av. de Julho road, center side half, it could terminate it, even the Av. Nove de Julho pass trough a tunnel to the other side of Av. Paulista Hill. This is quite an old photo but the museum shows a good example. I made a better updated photo today, but I don`t have idea and possibility to post it here.
Here you are.
Here an arial view. You see the Av. 9 de Julho going though the tunnel where MASP Museum on the top at Av. Paulista terminate it.