You certainly can, however they won't be very happy here. :(
If you really love your plants it might be best to leave them where they are happy.

I have grown one, a Sarah Bernhardt. It took years for it to do anything. I had completely forgotten I'd planted it the first time it bloomed several years later. They have to be planted where they get morning sun only.
I lucked out planting it where I did, east facing, against a fence with a large yaupon holly that over hung the fence blocking out all overhead sunlight. It was along the driveway so the garage blocked a lot of the sun and I also tended to park right next to it so that also blocked a lot of direct sun.

Lore says we don't get enough chill time for them during our usual winters.

The biggest problem I see is that when they bloom here in North Texas is right when we tend to have either late freezes or hail storms. If one doesn't knock those buds off the other will.

I had to really protect that plant every spring, I'd have to put a trash can stuffed with newspapers over it to protect it from freezes or run out and throw a pot over it with a brick on top to protect it from high winds or hail.

The bloom time doesn't last long either.

You might want to check out the threads in the link below.

Here is a link that might be useful: Peony in Texas

I have a different perspective.

There were always peonies at my house growing up - they may have been my grandmother's originally, but I'll always remember my mother's love for these blooms.

On one of my visits to see my mom, I dug up a clump to bring home. I planted it in May, worst time of the year, and by July they had disappeared. Imagine my surprise when the next spring they grew and bloomed!

They don't bloom every year, but when they do it's like a trip home.

To me it's worth it for the sentimental value. I don't do any special care (like icing the roots); I just give them a little real estate. I have them planted with morning sun and afternoon shade. I accept the bad years with the good. On those occasional bloom years I rejoice in the flowers; the rest of the time the ferny foliage is enough for me.

So, if they have sentimental value, or if you're not stuck on flowers every spring, I'd say move some. If every plant in your yard must be productive, leave 'em be.

Yes Lin, I agree, I have planted a few at my current house just in case they'll be happy here. I'm not expecting much of a show from them anytime soon.

There is someone here (from Lewisville I think) who once said he grows them just for the interesting foliage in his yard.