Certainly. There are some species and hybrids that will not, but many of the Helleborus x hybridus and some of the species (H. niger in particular) will bloom well in USDA 5. Check out the gallery. There are several forum-goers growing beautiful hellebores in zone 5...and some in zone 4 as well.

Sorry no pics but about half of mine are blooming now, and the other half just finished. Then they'll have nice lush foliage for the rest of the season. Most are the common Picadilly strain from Pine Knott Farms, but there are a few others that I'd have to check the markers for. If you call or e-mail them I'm sure they'd be happy to tell you which ones will bloom in zone 5.

Judy,

I am in Toronto,Canada z5b and my hellebore bloomed sometime in April. I have it on the south side of the house under my cherry tree. Now the seeds are getting ripe. I'm also growing some seeds from Tasmania and they germinated 100%. I come from the Balkans and for me they were the most interesting plants because they would poke through the snow and bloom. They grew in wild in the hills.
Have fun
Vicky S.

I am in zone 5a and bought 3 this year from my local greenhouse and he has had them for many years.