I have been growing them. A warmer climate would help, but you can grow them here. I found that the plant I grew last year came into flower kind of late, so I did not get a lot of fruit (had better luck the year before, believe the summer was warmer.) Last fall I dug up a plant and took a cutting. I have kept them over winter under lights and hope that the plants will come into flower sooner. Physalis can be grown much as you would a tomato. In this region it will help to find them a warm spot with lots of sun. You can try plastic covers or other techniques people use to grow tomatoes and peppers. I ordered three new species this year, so I will compare the four to see which does best here.
I went ahead and started some, just from dried seed fromt the fruit that I'd bought at the grocery store. I don't know if I'll get fruit this year but I'm amazed that the things are already 3.5 feet. Some small yellow flowers coming out too in the last week.
One of the plants has now reached 8.5' high and the other is about 6'. I had no idea they'd get this big! I ate the first two ripe fruits yesterday and it looks like I'll be munching on plenty of these tasty little treats right through September.