Ankh-Morpork, being circular in such plan as it has, could have a road following its perimeter which would be circular and "endless". Endless Street must have been grandfathered in Olaf Quimby's reforms. It follows the rim of the old city around the Morpork side, but there is no bridge at either end and it has obvious Hubward and Rimward ends.
However, where it meets the Ankh at the Hubwards Water Gate ad the Rimwards River Gate, river ferries are clearly marked to the continuation on the opposite bank. A similar road begins on the Ankh side but this is also interrupted by the Tump and has more ends.
See also: Short Street and other examples of misleading nomenclature.
Putting an official road immediately behind the city wall (which as a bonus makes it easier to get men and equipment to any section under pressure during a siege) would also put a crimp in the practice of building directly up to and abbuting the wall which is seen in many other old walled cities. This not only makes the city wall hard to defend - ie, it's hard to get to the ramparts if some charley has blocked off the stairs by building a house and barn where you expect the stairs to be. It also makes things easier for invaders if all they need do to get down on the other side - in perfect cover - is knock a hole in the roof and use somebody's bedroom staircase. Not only that, all the opportunities for curfew-breaking and going in and out unseen by night. And if you're going to build a house with such a solid back wall, which is a great saving on building materials, why not give in to temptation and, er, use a bit of that city wall that's just sitting there doing nothing, they're hardly likely to miss it and it keeps the costs down...