Jumper, don't get discouraged trying to find a clematis hardy in your zone. American Clematis Society has 457 listed as hardy to zone 4 (not a typo!). I'm sure we can help you find one you like that is cold hardy in your area.
Of the ones I suggested above, all are hardy to zone 4 except for florida Sieboldii. It's listed as hardy only to Z6, but there are a few folks from other forums that I have seen growing it in Ohio. if you don't have access to the database and would like to know about a particular one you are considering, just pop in with a question.
HTH! Evey =)