Check out the hardy cacti at High Country Gardens. I've seen cacti growing locally in gardens around here but I've never grown any.

Here is a link that might be useful: Cold Hardy Cacti at High Country Gardens

Pear cactus grow outside in PA. I find it better to grow them on top of a wall so that they can hang since they soften up some when frozen and tend to lay down. They are hardy and extremely vigorous. They tend to look harmless but don't be fooled. One touch with bare skin and you are gonna be cursing. I do believe they can be harvested edible but have never tried.

I've grown one of the opuntia (sp?) types as Silent mentions. Quite hardy and vigorous. It looks dead every winter, but perks up in late April. Many large yellow blooms in June followed by red fruit which I have eaten. Reminded me of a combination of tomato, watermelon and pear. Very seedy fruit but this allows it to self sow.

DW made me get rid of it because of the abundant, tiny, hair spines which easily detach and lodge themselves into your skin. Quite painful. Impossible to remove without a good magnifying glass and tweezers. There are also some big stickers to poke holes in you.

This type of cactus is available in many garden centers in this area.