Feature Combination

I've downloaded a Tiger file for state roads off the Census Bureau website. It's a polyline feature class, naturally, but each "road," which usually would be one solid line, is broken up into a ton of different little polylines for each road. My question: is there anyway to combine these smaller lines into a bigger one so I only have 9 rows of features instead of 800+?

I know for separate shape files, it's merge, but I wasn't sure if there was a tool for the same thing, but within one shapefile.

I appreciate any help!