Haven't tried it personally, but H. niger is listed hardy to zone 3 and x hybridus (the orientalis hybrids) is listed to zone 4. Most of the rest require higher zones - 6 and up.

The caveat to this is that plants don't read the books and don't know what zone they are in. While not generally the most inexpensive of plants it's worth giving a try. If they are for sale in your local nurseries, ask you nurseryperson if they have any experience with their hardiness in your location.