The Baltimore Sun reported Waters, 66, left Baltimore on his hitchhiking adventure last week.
Laura Broviac, a county Democratic Party chief, and Michael McHaney, a circuit judge, drove the "Pecker," "Serial Mom" and "Cry-Baby" director from Junction City to Denver last weekend, wjbdradio.com said.
"He had stories about Faye Dunaway and he talked about his most major accomplishment of selling out the Sydney, Australia, Opera House while working as a stand-up comedian," Broviac told WJBD. "Of course, his type of work isn't for everyone, but chances are you've seen 'Hairspray' or seen 'The Simpsons' and maybe the episode he narrated."
The couple said Waters told them he plans to write a book about his experiences on the road.
One of the first rides he accepted was from the band Here We Go Magic, which picked him up in eastern Ohio, close to the Pennsylvania border, and left him off in Indiana, The Sun reported.
"He just wanted an adventure," band member Jen Turner said via Twitter. "Imagine!"