There are so many!

Spend some time at the Bluestem website. They're a Canadian ornamental grass dealer specializing in grasses for cold climates, and their website is a treasure trove of information.

Start with the comparison chart, linked below.

Here is a link that might be useful: Bluestem Ornamental Grass Chart

Little Bluestem (Schizachyrium scoparium) would be a good choice. So would Sporobolus heterolepsis. So would Helictotrichon sempervivens (Blue Oat Grass). There are others too.

I think Helictotrichon is a great suggestion for you and hardy to zone 4.

Helictotrichon Sapphire is really nice! It'll give you a similar size and shape, but not the coppery color if that's what your looking for. Helictotrichon sempervirens is more upright than Helictotrichon Sapphire, which is more flowing like Toffee Twist.

Here is a link that might be useful: Helictotrichon Sapphire