Salvia Transylvanica might be another one to try. It grows about 3 feet tall with one inch purple flowers. Thompson Morgan lists it as hardy to zone 4. In another thread a west coast gardener said his plants were used by hummingbirds. I saw some activity last year on this plant, but it was outcompeted by nearby agastache Tutti Frutti and Salvia Uliginosa. You could try one of the salvia coccinea cultivars also. While they are annuals in colder climates, they bloom quickly from seed, especially if you get them going indoors, otherwise you'll be waiting until July. This year they've become much more available in annual sections at nurseries in New Jersey. My own 'Lady in Red' seedlings are just beginning to bloom.

I've read that Salvia nubicola is hardy to zone 5. It overwinters for me in a pot outdoors with no problems. Others you could try are S. azurea, S. sclarea, other S. nemerosa cultivars.