Congratulations, I'd already mentioned it before.
We say the Balkans because its become a plural noun (even though its a name of a place in its singular form: Balkan). The Americas, for instance, works. You don't say The America because its a proper noun and its also singular. Unless its something like The great America or something, but then you've just added an adjective, which is how you can put a "The" in front of a proper noun.
I guess putting "The" in front of interstates is a So-cal thing (I'm from San Diego). In SD we always put "the" in front of everything. Even when I come up here to norcal I'm always saying "Take the 580 all the way to the 13, and then take the 13 upto college avenue if you want to get to Berkeley"