There are several olive cultivars with a cold-hardy reputation, mainly in Europe.
To name a few French: Aglandaou, Tanche, Mouflal, Oliviere. Among those Mouflal is the most cold-hardy according to the varietal descriptions and I have a friend who has a nice tree in his garden, although it is in zone 8a, very mild part of my country. A Bulgarian nursery sells two selected varieties selected at Plovdiv University. They named them Elit-1 and Elit-5. There are some varieties from some parts of the former Soviet Union like Bakinskiy, Tiflisskiy, Buzovninsiy, Nikitskiy-1 and Nikitskiy VI. From Spanish cultivars Cornicabra is said to be the best.