I'm zone 7, but it seems to depend on the species. I've seen Erodium x variabile sometimes sold as a groundcover reported to be hardy to zones 5/6. I've also read that E. corsicum is one of the parents of this naturally occurring hybrid and that it's the hardiest of the genus and hardy to zone 4. E. chelianthifolium is rated to zone 5. Most others are listed only to zone 7 or higher.