I know there are only a few varieties that will bloom in zone 4, but what about the foliage? There are some that I wouldn't mind growing just for the foliage.
Is hydrangea foliage hardy in zone 4?
The Climbing Hydrangea (aka, Anomola Petiolaris), the arborescens varieties and the paniculatas are all hardy to Zone 4 so you can get blooms and leaves with only mulch for winter protection. Hydrangeas planted out of zone by one zone (those that are hardy only to Zone 5) could also be grown if you like their leaves..... provided you understand that winter could suddenly kill the shrub or it could only kill the flower buds or it could kill the leaves when the shrub is leafing out. Of course, in some mild winters, the Zone 5'ers could also bloom too. Mopheads might also work if they bloom on new wood. For example, some of the Forever Series Mopheads are advertised as hardy to Zone 4 so you may want to review them at http://www.foreverhydrangea.com