As Gwen Kelaidis notes in Hardy Succulents, all cacti are native to the New World, with just one exception (it's called Rhipsalis baccifera). For many of us, the very word, "cactus" evokes images of desperados roaming the deserts of Mexico or the American Southwest. Yes, I plead guilty to having watched way too many old Westerns! But summoning such images has a warming effect on my brain -- and I'll take "warming" any way I can get it during the long, cold winter.
Be that as it may, Eastern prickly pear cactus (Opuntia humifusa) is actually quite hardy. Kelaidis' statement that "there are some cactus in all the contiguous United States except Maine, New Hampshire, and Vermont" is made possible, in part, by the great range covered by the Opuntia genus.
Opuntia is the only cactus genus found widely in the eastern U.S. The fact that it ranges as far north as it does (into zone 4) also surprises many people. It can even be found in Canada! The Opuntia shown in the picture is a true Westerner, however: I photographed it on my Route 66 trip, when driving through Arizona.
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Photo ©2010 David Beaulieu (licensed to About, Inc.)