Most ornamental grasses which are reliably hardy in your zone, will create viable seed, from which you can grow more plants. However, grasses, especially variegated and specially colored named cultivars will probably not grow true to the special characteristics of the parent plant.

I have hundreds of grasses which were grown from seed. Here's a partial list:

Anthoxanthum odoratum.. Sweet Vernal Grass
Briza maxima.. Annual Quaking Grass
Briza media.. Quaking Grass
Calamagrostis brachytricha..Fall Blooming Feather Reed Grass
Carex comans 'Bronze Form'..Bronze New Zealand Hair Sedge
Carex grayi.. Gray's Sedge
Carex muskingumensis.. Palm Sedge
Chasmanthium latifolium.. Northern Sea Oats
Cortaderia selloana.. Pampas Grass
Deschampsia caespitosa.. Tufted Hairgrass
Elymus hystrix.. Bottlebrush Grass
Eragrostis spectabilis.. Purple Love Grass
Festuca gigantea.. Giant Fescue
Festuca glauca.. Blue Fescue
Festuca mairei.. Maire's Fescue
Festuca scoparia.. syn. Festuca gautieri..Bearskin Fescue
Helictotrichon sempervirens..Blue Oat Grass
Hierochloe odorata..Sweetgrass, Holy grass
Lagurus ovatus.. Bunny Tails - Annual
Luzula nivea.. Snowy Woodrush
Luzula sylvatica.. Greater Woodrush
Miscanthus sinensis 'Central Park'..Maiden Grass
Miscanthus sinensis.. 'New Hybrids'..Maiden Grass, Eulalia Grass
Nassella tenuissima.. Mexican Feather Grass
Panicum virgatum.. Switch Grass
Panicum virgatum 'Strictum'..Switch Grass
Pennisetum glaucum 'Purple Majesty'..Ornamental Millet..Annual
Pennisetum alopecuroides.. Fountain Grass
Pennisetum alopecuroides 'Moudry'.. Black Seeded Fountain Grass
Pennisetum orientale..Oriental Fountain Grass
Saccharum ravennae..Ravenna Grass
Sesleria caerulea.. Blue Moor Grass
Setaria faberi.. Giant Foxtail - Annual
Sporobolus heterolepis..Prairie Dropseed
Stipa capillata.. Feather Grass
Tridens flavus.. Purple Top