They are hardy to at least zone 5. Given how easily they survive the winters here, it wouldn't be surprising if they are hardy for a zone or two colder. The database says zone 4.
They must have been a popular garden plant a century or so ago as we almost always find them in the vicinity of old homesteads. Some people consider Iris domestica to be an invasive weed in native woodlands. I wouldn't go that far. They are certainly tough (and non-native), but they don't have the rampant spreading ability that defines a truly invasive plant, at least not here. Maybe other places?