There are lots of roads like that through the Rockies in Colorado.  Outside of the extremity - An 8 corner road that goes like 400 feet.
Roads of that nature are still unpaved though.  It's a slow speed way of descending a hill.   
Up around Telluride, near Aspen and even as south as Canon City you'll find roads that snake through alongside the Arkansas river.  Up north you'll see roads that are carved - deep - out of the canyon walls near Kittredge and Evergreen.    Remember, Ridge Racing was spawned from Colorado.
-> Steve