Believe it or not people in the Northeast region of the US have found success growing pecans. The trick is to get early ripening cultivars. Be sure to plant your Pecans in an area with full fall sun to help those nuts get to maturity.
Most pecan trees need nearly 150 frost free days. Here is Western NJ most years we are right at that number. So yes it might be risky to plant Pecan trees in your yard but that risk might pay off in bushels and bushels of nuts each year.