Cactaceae
Acanthocereus tetragonus
Cylindropuntia spp.
Many species of cholla are hardy including C. imbricata, C. x davisii, and many more. See www.coldcacti.com for more. These are for very well-drained soils but many are hardy to zone 5! Extremely thorny. Flower buds an excellent okra-like vegetable.
Cylindropuntia whippleii: