I don't think there are but thought I ask.

http://www.extension.umn.edu/distribution/horticulture/DG2386.html

The azaleas are all deciduous, but PJM and its siblings are evergreen.

Also look at the proven performers lists for the Great Lakes and the Midwest at:

http://www.rhododendron.org/performers11.htm

Elepidotes are the large leaved evergreen rhododendrons.

Lepidotes are the small leaved evergreen rhododendrons.

Cambridge tree project has both white and red flowering varieties available for $18/each for a 2 footer (see my response in trees forum about cambridge), though they don't have cultivars listed.

This is the response I got from Rhodyman back in 2008 when I asked about red flowering varieties for our zone, included are his comments about Cunningham's White:

Here are a couple:
Firestorm: Flower openly funnel-shaped, wavy edges, 3 1/4" across, bright deep red, unmarked. Dome-shaped trusses of 15-16. Height in 10 years is 3 ft. Hardy to -25°F (-32°C) Leaves elliptic, apiculate apex, rounded base, flat, 4 1/2" to 6" long, dark green with lighter midribs, retained 3 years. New foliage is lime colored. Spreading habit. It is available from Greer Gardens in Eugene, Oregon

Rangoon: Flower widely funnel-campanulate, wavy lobes, 2" across, moderate to dark red. No markings. Held in dome-shaped truss of 7-8 flowers. Height in 10 years is 3 ft. Hardy to -15°F (-26°C). Leaves elliptic, apiculate apex, cuneate base, 3 3/8" long, dark green, retained 2 years. Plant width 2x the height. It is available from Rare Find Nursery in Jackson, NJ

Cunningham's White is one of the oldest varieties and is very adaptive to most soils, growing in very slightly acidic to very acidic soils. For this reason it is used in Europe as a root stock for grafted rhododendrons.
Cunningham's White is hardy to -15F. Grows to 4' by 4' in 10 years. Will get bigger if left to grow as will all rhododendrons.

Nova Zembla is hardy to -25F and is a true deep red, not pinkish. It grows to 5' by 5' in 10 years.

Mrs. J.A. Withington III, double lavender flowers

Northern Starburst, lavender flowers, low mound shape

Olga Mezitt, pink, blooms later and doesn't get frozen back as often

PJM Compact Selection' Jim Cross, dark lavender pink

Bubblegum, pink

Faisa, lavender blue

Karin Seleger, purple-violet, very low

Landmark, red

Mindaura, lavender pink

Molly Fordham, white

In general do not prune between summer and when it blooms in the following spring or you will be pruning off flower buds. Do prune immediately after they bloom but before the start of summer. Late bloomers can be pruned for several weeks after they bloom.

Also, when pruning, prune to get air flow into the plant to avoid fungal diseases. When pruning for a hedge, this is nearly impossible, so disease resistant varieties are essential.

Growing evergreen azaleas in zone 5 is a challenge. Some of the hardier evergreen azalea are:

Karens, a very hardy lavender-purple azalea with a low habit & good for hedges
Bixby, red and very low habit
Helen Curtis, white and very low habit with good leaf retention in winter & good for hedges
Hino-red, red and extremely low habit (note, this is much hardier than hino-crimson)
Hino-white, white and extremely low habit
Marie's Choice, white and very low habit

[low habit is 4' in 10 years, very low is 2' in 10 years, and extremely low is 1' in 10 years]

I have a rhododendron hedge about 50 feet long, but I never prune the top, just the sides. Height doesn't matters since the hedge forms a backdrop beside my garage. It has, after 35 years, grow to over 8 feet tall. I planted two rows of rhododendrons 4' apart. Each row had the plants 4' apart. The first 2 plants in each row were one variety, the next two were the same variety, etc. The effect was that 4 plants of the same variety were near each other and grew together into one large plant. The different varieties grew into each other also.

What would you pick?
I like the idea of blue but red is also appealing. PJM is pink, not my ideal color but then offers the great foliage color in winter......

I had Stewartsonian for a while. The plant as a whole did fine (we have gotten to -22 F)several years) but the flower blossoms weren't quite hardy enough. The plants only flowered below where the snow line was when it was coldest, so the top half of the plant was green while the lower part bloomed - kind of weird looking. It's also a somewhat orangy red, so clashes with the purples and pinks in my opinion.

Landmark, though advertised as red, is really a darker pink to my eye, not a true red like Nova Zembla.

I have Roseum Elegans, Checkmate (a short PJM), PJM, Olga Metzitt, Nova Zembla, chinoides, Independence Day, & Yaku Prince. They are all relatively common (except the last 2 perhaps) and are hardy enough to do fine here (though the Yaku Prince may not bloom every year; I don't know yet since it's only a couple of years old.)

You also might want to look at Mt. Laurel, another heath family member with spring flowers and evergreen leaves that are of a slightly different texture.