I'm in Edmonton, Alberta, which is largely considered zone 3b, a little warmer than the surrounding country. I'm more than sure that this has to do with the heat island effect of the city; giving us just a little bit more of an edge (not that 3b is much of an 'edge').
I do know, however, that the Devonian Botanic Garden (well within that 2b region) grows a lot of plants that one would consider to be in the 4 possibly 5 range; it is possible. I'm currently working on a permaculture project at a local high school and I've knowingly chosen some zone 4 and 5 plants to try; of course, we're in a concrete courtyard which, I'm expecting, will extend the season (love microclimates!). http://permaculture.jasperplace.ca
As for an earlier comment, we (those of us in Alberta) can grow some pretty good apples and I'm even familiar with a locally developed apricot (Capalano Apricot) that had been reported to do very well; let's also not forget that grafting can do wonders.
Though 3b is nothing to write home about, we're still able to do a surprising amount of things; even more when permaculture is put to good use. It's also comforting to know that no matter where in the world you live, you're going to get the same number of annual daylight hours; we just get most of ours all at once.