I think they go as far south as Northern Georgia. We have them here, but I haven't seen them. I can sure hear them, though. Sounds like a flying saucer hovering overhead...not that I've ever heard a flying saucer. I'm going to an older part of town tonight and should see them.
SpideyHulk, here's the link so you can learn all about these noisy little creatures http://www.cicadamania.com. They are noisy when there aren't millions of them, lucky I got out of New Jersey when I did! However, like I said, we have more than our fair share of bugs down here!