U.S. Federal Route 2 is an east-west highway across Caledonia County. It runs from the Caledonia/Washington County Line, near West Danville, to the Essex/Caledonia County Line, near South Kirby. U.S. Rt. 2 passes through the following towns in Caledonia County. West Danville Danville St. Johnsbury East St. Johnsbury. U.S. Rt. 2 is multi-plexed in Caledonia County. ALT U.S. Rt. 5, at St. Johnsbury. U.S. Rt. 5, at St. Johnsbury. U.S. Rt. 2 intersects the following highways in Caledonia County. Vermont State Route 15, at West Danville.