I live in central Maine (zone 4), and have several shady spots in the yard. Flowers that bloom early in the spring (when they still get good sun because the leaves haven't grown in) do well for me - bleeding heart and columbine, for example. Foxglove and ajuga (groundcover) are also in that bed. Also be on the lookout for spring wildflowers that may volunteer in your yard. We get bloodroot, trillium, little purple violets, Jack in the Pulpits, trout lilies, and merrybells. I used this website to make id's:
http://www.enature.com/home/. I also grow hostas, goat's beard, Coral Bells (heuchera) and astilbe in the part-shade. In another flower bed that is also part-shade, I have 'White Nancy' lamium as my groundcover, a perenniel geranium called 'Brookside', annual nicotians (flowering tobacco), and perenniel Bachelor's Button.
I've also heard good things about wild ginger as a groundcover (European or Canadian) but I haven't used it yet.