Yes it can be done. It takes a lot of care. I live close to Lake Superior which has a tendency to create a micro climate. Very seldom does it get below 20 degrees below here. I have had some success with the Reliance peach variety. The peaches are a little on the small side. But what a treat!
Plant the tree in the spring. When fall comes around and the ground freezes place a layer of straw for mulch around the tree a couple feet, and about 3 inches deep. In the spring don’t remove the mulch. It will help the tree break dormancy a little late so the blossoms don’t freeze out.
Henry Fields has another Peach Tree out this year that caught my eye. I am going to give it a try. It is also good for zone 4. It is called Contender. I have listed the link below.