They're most common around the Arctic Circle, but during particularly strong solar flares, they can be seen as far south as Arizona.
Solar flares are supposed to increase over the next few months, so keep an eye to the northern sky on clear nights and maybe you'll catch them.
For More Information About Northern Lights:
SpaceWeather.com -- good for letting you know when a big Northern Lights Display is coming.
Northern Lights Forecast -- www.gi.alaska.edu
Northern Lights Right Now -- www.sec.noaa.gov
Viewing Tips -- www.sec.noaa.gov