I live in MA and heat my whole house with a heat pump. It works fine. I have an electric strip for backup.
My house (and heat pump) are five years old. The newer ones are better; Lennox's new model can work in Upstate New York without a backup heat source: https://www.energy.gov/articles/doe-announces-breakthrough-r...
(I will admit that I have a gas stove in my basement to handle power outages, a gas stove, and a gas grill. I will also admit that I really, really regret installing a gas stove and will switch to an induction stove when it's time to replace the stove.)