Yes different varieties are hardy to different zones, some up to 3 some to 5. Speak to your local nursery they can advise which are best in your area.

Sunset Magazine has a marvelous zone based gardening book many prefer to the Bible. Ask Barns and Noble to hunt one down for you.

That is a great question, I actually started to “dig” and see if I could find anything…however, I could not. I am not in America, so I am not sure where zone 3 is. I imagine that it must get cold there? My advise, try growing the tree indoors…frost is not good for almond trees..this I know.

Not many, for sure the Bitternut or White Walnut. I am in Zone 4 and so far have been growing a zone 5 Shagbark Hickory and Bitternut-both beyond edible. Also, you might prefer a Chestnut variety, I know there are many hybrids available, and I would think a few hardy ones.
If I could grow an Almond or Pecan tree in Zone 4 I would be ecstatic

We are in Zone 5 and our hickory nuts are doing really well. The almond tree died though.