Actually it is listed as being native to Texas. There is another variety Asclepias speciosa, showy milkweed that is similar to the common.
http://plants.usda.gov/java/profile?sym ... 04_avp.jpg
Adaptation: Common milkweed grows in sandy, clayey, or rocky calcareous soils. It occurs along the banks or flood plains of lakes, ponds, and waterways, in prairies, forest margins, roadsides, and waste places. This species hybridizes with showy milkweed (Asclepias speciosa).
Common milkweed is easily propagated by both seed and rhizome cuttings. Both seedlings and cuttings will usually bloom in their second year, although cuttings will occasionally bloom during their first year...."
(Note: Lots of information on the above website about common milkweed.)