It's not too late to plant cool season OG, like Blue Fescue, Deschampsia, etc.. They continue to grow and develop root systems right up until your coldest weather arrives, so they have plenty of time to establish themselves.

Warm season grasses like Zebra, however, will be entering a dormant period soon in your zone. The only way I'd suggest planting them now is if they have a very well developed root system, and can be installed without damaging the roots.

In your zone (and mine) be very careful with Pampas Grass. There are a few, but only a few cultivars which are hardy below zone 8. If you buy one of those cultivars, plant it in the spring, so it has as long as possible to get settled in before winter. The hardier varieties are Cortaderia selloana 'Andes Silver,' 'Patagonia' and 'Pumila.'