There are some bridges that are called "The Bridge to Nowhere". However, the one we're talking about is a highway bridge near Castrop-Rauxel in Germany. Even though the bridge was built over the highway, it's not connected to anything.
It has become a symbol of Pork Barrel spending, which is a metaphor to talk about governments having projects with the sole purpose of bringing money to a district.
In simple words, it became a symbol of poor usage of public money, and disrespect with the population who provided the money in the first place.