A plant's zone hardiness number is based on the United States Department of Agriculture's (USDA) climate zones from 1 to 11. For example, here in Northwest Connecticut we are in Zone 5 and experience an annual minimum temperature of -20 degrees F, while customers living in warmer areas have higher zone numbers and those in colder regions, lower.
You can find your zone on the USDA's Plant Hardiness Zone Map. This map is a useful guideline for average annual minimum temperatures. You'll want to use it when choosing the majority of the woody plants, hardy bulbs, and perennials in your garden. However, the USDA zones assigned to plants are often conservative and are largely based on documented growth in public gardens. A new map is planned to update the current one, which dates to 1990 and reflects a period of colder winters than we have now.
Because the map covers broad areas, it can only show averages. Also, it only indicates hardiness to cold, not to summer heat and humidity. It can't account for the many little pockets that may be a zone warmer or cooler. An exposed, windy area may be colder in winter than one near a rock outcropping, paving, or a building. A garden on the north side of a hill and one on its south side may bloom at very different times in the spring. Even a small city yard can have colder beds, and more protected ones.
Called "microclimates," these little pockets are perfect places to experiment with zone denial, while increasing your chances of success. Look for places where the snow melts first every year, for instance. Even a few rocks or pavers will modulate several inches of the surrounding soil. Conversely, it can be wiser to site more tender spring-bloomers in a spot that warms more slowly. They will awaken a bit later and will be less at risk from the damage of late frosts. A protected, northwest-facing location could provide this.
Perhaps a plant labeled hardy to your zone didn't survive in your garden. It could be that poor drainage in winter, not winter temperature, is the reason. Or, perhaps high temperatures and humidity in summer are its weak points, and finding a shaded, cooler location is the survival key for your area. A good clue is the plant's native habitat. Use your favorite search engine to find out what soil and moisture conditions that plant encounters in its home territory. Desert plants won't make it in a bog, and nor will bog plants survive when baked in pure sand.
That said, we can't think of a good reason not to try to extend the range of plants you can grow. Gardeners learn by trial and error, and even the best will admit to having lost many plants in the process. Feel free to bend the rules, and try plants because they look beautiful, are unusual, or come in a new color. You'll learn a lot, and we think you'll have fun in the process.
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