Are there any?

This is an EXCELLENT question, Lee Anne! You're correct that they are few and far between for the fragrant ones in the colder zones. Here are the only ones I've found so far:

Angelique
Betty Corning
Blue Ravine
Brunette
Cezanne
Gazelle
Medley
Rubromarginata

Raymond Evison has been trying to develop more and more cultivars that meet the demands of the gardening public... those that are good for intimate settings and those that are fragrant. Most of the ones on that list are his cultivars. I'm sure there will be others coming to North America in the future from him too, so I'll add to this list as more become available.

HTH!
Evey =)

Not to mention Clematis terniflora (Sweet Autumn) and its spring cousin, Clematis ligusticifolia - both lovely and fragrant, if a little tiny in the flower department they have the decency to have an abundance of blooms.