It's hard to answer your question since it's unclear if you are growing plants in "alpine" beds or troughs (i.e. using special soil mixes to provide very good drainage), or just an informal bed with rocks and plants ?? It's also hard to answer since many people grow species in troughs that are not alpines at all, and in some cases, don't even require improved drainage. Anyway, I'm no expert at alpines but I thought I'd finally take a stab at answering, since I am in your zone...

Here are some plants that have done well in our troughs for years:
Primula marginata, farinosa
Penstemon newberryi, procerus
Rosa minima
Draba rigida
Saponaria lutea
Saxifraga x irvingii 'Jenkinsiae', sancta
Diantus alpina, freyneii, stenkissen
Androsace primuloides
Erigeron leiomerus
Talinum spinescens
Veronica thymoides
Gentiana septemfida
(This is not to say that ALL the above plants are necessarily actual alpines, or that they even need particularly good drainage.)

On a broader note, penstemons generally appreciate good drainage (although the garden varieties were developed to be tolerant of heavier soils). Try all the penstemons you come across - the following are hardy here, and no doubt, lots of others are too. Many of these are grown in troughs, where they bloom earlier and, of course, remain much smaller than in the ground.
Penstemon albidus
Penstemon confertus
Penstemon digitalis 'Husker Red'
Penstemon hallii
Penstemon mexicali 'Red Rocks'
Penstemon barbatus coccineus (?) 'Prairie Fire'
Penstemon fruticosus; 'Purple Haze' is a popular cultivar
Penstemon gracilis
Penstemon procerus
Penstemon lyallii
Penstemon menzeisii
Penstemon nitidus

Well, perhaps that's a start anyway. Actually, there are so many plants that would may suit your purposes that are hardy in zone 3 that's it's hard to know where to start.

Depending on your interest, if there are no rock gardening societies that are applicable to your area, you might consider joining CRAGS (Calgary Rock and Alpine Garden Society) - it pertains to the same climatic zone as you ('though, of course, we also have chinooks to deal with here). Or if you are more of a do-it-yourselfer at finding out what plants work for you (though in that case, you likely would not have posted here initially), you may be interested in joining NARGS (North American Rock Garden Society) for excellent info and the best seed list anywhere; or at the very least visit their website, for lots of good plant profiles.

Here's the address for NARGS:
http://www.nargs.org/

See below for a link to CRAGS:

Here is a link that might be useful: CRAGS

Thanks AB gardener for your help. My bed is as you describe "an informal bed with rocks and plants". Drainage is not a problem as we live in a very sandy area. The biggest problem is getting enough sun as we are in a wooded location. I have made note of your suggestions and will be on the lookout for some of these plants, probably via mail order as we live in a fairly rural area.

Well, if your bed is not actually intended or set up for alpines, the biggest consideration is just to find zone 3-hardy plants that can tolerate part shade (if I read your concern about enough light correctly). Luckily, there is no shortage of them.
Penstemons, however, generally prefer full sun. Anyway, more later...