There are/were three Interstate 86 in the history of the Eisenhower Interstate System.
The first is in Idaho, and was created when it was renumbered from Interstate 15W. It's a short little thing, connecting Interstate 15 and Interstate 84 in a prompt fashion.
The second was another little strip of highway in Connecticut and Massachusetts between Hartford, Connecticut and the Mass Pike. It was renumbered as Interstate 84 when that highway's extension to Providence, Rhode Island was cancelled.
The third is New York Route 17 (the Quickway, and the Southern Tier Expressway), which stretches from Harriman, New York to near Erie, Pennsylvania. Route 17 was originally built in the 40's and 50's, but not up to Interstate standards. A plan was proposed in the mid 90's to upgrade the highway, and on December 3, 1999, the western portion of the highway received Interstate 86 designation, from Erie to Corning, New York. It will take some time for the new number to be put up all the way east to Harriman, as a lot of reconstruction will need to take place, specifically in Horseheads, Hancock, and Parksville.