Bluestem, an expert in cool climate ornamental grasses, lists it as zones 5-9. I'd believe him before almost anyone else.

Here is a link that might be useful: Bluestem

When Adagio and some others first started gaining popularity a few years back, I think they were being conservative on the hardiness, to see how they did in zones 4 and 5. I have had it here in Z5 for years, no problems. Also, if you have reliable snow cover, don't be afraid to experiment with some of the Miscanthus not considered so hardy.