Great metaphor. If the human body were indeed a city or a state, then for sure the cardiovascular system would be the roads that connect it all. The cardiovascular system, sometimes called the circulatory system, is composed of three main parts: the heart, the blood vessels, and the blood. The heart is the pump that pushes the blood through the vessels.
Blood vessels are your arteries, veins, and capillaries. Arteries always carry blood away from the heart (oxygenated blood most of the time), veins carry blood toward the heart (deoxygenated), and capillaries are the smallest and thinnest blood vessels of them all. Their walls are so thin that gasses such as carbon dioxide and oxygen diffuse right through them. This allows for oxygen to be dropped off at every single cell of your body and carbon dioxide to be picked up and delivered to the lungs.
The blood is carrying more than just gasses though. 55% of blood is plasma, which is 90% water. The remaining 45% is red blood cells, white blood cells, and platelets. The blood and blood vessels also carry dissolved minerals, nutrients, hormones, electrolytes, etc. to every single cell of your body (70-100 trillion cells).
Your circulatory system is in charge of transport and delivery, of making sure that the life giving "stuff" gets to the correct locations. Roads in cities do the same thing. Without interstates and main roads and alleys and side streets, people and supplies could not be delivered and moved throughout the city. And just like a city has different sized roads, your cardiovascular system has different sized blood vessels. They range from the largest pipes called the aorta and vena cavas down to the smallest capillaries where red blood cells actually have to go through single file.