This week is our annual cactus bloom here in Ohio. Yes there are hardy cacti that will live in cold climates. This one has survived -22F, the pads shrivel up like prunes in the winter. I've had this one for over 20 years in various locations around the yard. This year it will have over 100 blossoms.
What look like thorns in the picture are not the real stickers, they come after the soft things fall off. The real thorns are microscopic, about as fine as a mosquitoes beak and very hard to see.