There are two species of hazelnuts native to the U.S.
The America Hazelnut (Corylus americana) grows throughout the east and midwest, as far west as the Dakotas, Nebraska, Kansas, and Oklahoma, but not Texas or Florida.
The Beaked Hazelnut (Corylus cornuta) is more widespread, growing along the east coast, across the northern tier of states, and on the west coast.
If you buy a hazelnut shrub from a nursery it's likely to be the non-native Common Filbert (Corylus avellana). That's the commercial source of filberts or hazelnuts. It has been introduced and may be found growing wild in WA, OR, NY and other states. I'm sure there are many horticultural varieties.
You can just air dry hazelnuts. If you prefer the flavor of roasted hazelnuts, you can experiment with roasting them in your oven. I prefer them air dried. There are several commercial you-pick hazelnut farms in my area. They should be called you-pick-up, because all you do is walk around in the orchard with a bucket or basket picking up all the nuts you want (and then pay for them, of course). It's too easy. You can pick up several pounds in a few minutes.
The difficulty with finding wild hazelnuts is getting them before the squirrels and chipmunks do.
