There are number of milkweeds (Asclepias spp.) that are native to the Northeast of the United States. Here is a partial list with some comments on their culture:

Common milkweed (A. syriaca). Needs sun and moist shade.

Swamp milkweed (A. incarnata). Shade-tolerant. Needs moist soil.

Purple milkweed (A. purpurascens). Needs sunny, dry location.

Butterfly milkweed (A. tuberosa). Needs sun but is tolerant of both dry and wet conditions.

White milkweed (A. variegata). Will grow in dry conditions. Fairly shade-tolerant.

Whorled milkweed (A. verticillata). Prefers dry soil. Fairly shade-tolerant.

Few-flowered milkweed (A. lanceolata). Sun sun to partial shade. Average moisture.

Poke milkweed. (A. exalata). Full sun to partial shade. Moderate moisture.

Many of these species will probably not be available in your local nursery. They will usually stock A. tuberosa and  A. incarnata but not more unusual species. Plants are available on-line at Monarch Watch Milkweed Market. Milkweed can also be grown from seeds.  Seeds can be ordered from Monarch Milkweed Watch Market or American Meadows, among others.

Milkweed seeds need a cold period before they will germinate (stratification). Mix the seeds with a moist, inert material, such as sand or peat, and keep at 32 -42°F for 3 - 6 weeks. Thereafter sow the seeds in potting soil or garden soil. Warm conditions (65 - 80°F) are best for germination. Milkweed can also be propagated from stem-cuttings. They should not be propagated by division as milkweed plants do not like to be disturbed. Milkweeds are easy to cultivate. Except for swamp milkweeds they prefer average moisture and part or full sun.

Courtesy of NYBG Plant Information