ORLANDO, Fla.—The state dubbed it the I-4 Ultimate for its grand scope. For some here, it’s more like the ultimate headache. A reconstruction of 21 miles of congested interstate highway through the heart of Orlando will build or rebuild 140 bridges, redesign 15 interchanges, move exits and add new toll lanes, in a $2.3 billion project to smooth traffic through one of the nation’s fastest-growing cities. Dense cities have grown up around the aging freeways, hemming them in so that expensive engineering feats are needed to do work on them. Yet work is often unavoidable. I-4, for instance, was built...