Hey Grantgarden2, Asclepias amplexicaulis is sometimes called sand milkweed, also blunt leaved or clasping milkweed. You might research that. I've never grown it, but the USDA plants database shows this one to be native to the entire eastern half of the US, so it would seem that it isn't that rare. Having said that, it could be another species of Asclepias since the same common names are often used for different species.
If it is indeed A. amplexicaulis it would in essence winter sow itself, being native up to the Canadian border.

Did your sand milkweed germinate?