Go to mapquest.com and pull up a map of Rocky Mount, then zoom in on the I-95/US 64 interchange (exit 138). About a half-mile north of there, the aerial photo on Mapquest shows what looks to me like a fairly sizable creek cutting under I-95. It looks to be right about where the exit lane from US 64 merges back onto the Interstate. If it's big enough to be seen from an aerial photo, it's big enough to hold a car. Although in that case, I'm surprised that somebody didn't see the car hit the water, especially out there at 7:30 in the morning.
}:-)4
They just showed the picture of the creek; it looks pretty deep.