I am south of Chicago in Joliet, and I had the same problem. I dont think they can live everywere.
I had built a cage around mine, filled with much, and than wraped in plastic, and when i took them out a month or so ago, they were dead.
I dont know what im doing rong? This is the 3-4 yr that they end up dieing on me.
Now i know imdoing something right. I have 3 banana plants in the house and they grow GREAT.
Any ideas?
Id not mind some pups from someone also....maybe im buying crapy plants?

Hmm, I am assuming you had them planted early last year and they grew well (they were established...). While most of mine woke up very happy...I had a few that weren't coming up(a cool & crappy spring so far) so I decided to give them a boost and it worked. I made a mini hoophouse over them to heat up the ground. I used a scrap piece of fencing - 2 foot width x 48". Layed it on the ground - it had a slight bend to it creating the "hoop". Cover the area with clear plastic sheeting - stake down very well. A couple of weeks later I had literally a dozen pups under one of these. Did it again over another corm and it worked again. I ended up trading all these "extra" pups for 8 serbian fir trees...

I have had the same experience here. Tried to overwinter basjoo 2 winters in a row, with no success. The only thing I can think of is building a larger leaf/mulch cage. The first year my leaf cage was 3 feet wide. This year, if I get some pups early enough in the season, I'll try again with a 4 foot cage. I am happy that I brought one of the pups in the house to overwinter as a backup, because I needed it.

Have you tried to get plants off ebay?