Adenophora/ladybells have deep lavender/almost purple bell-shaped flowers on slender stalks that get about 5 ft. tall. Mine have been blooming the past few weeks and look as though they'll keep blooming for quite awhile yet. I grew them from seed via winter sowing and planted them in clumps but the clumps take up very little real estate. I think they'd be stunning with Russian sage...maybe add some white gaura/wand flower for contrast? It's another tall, slender perennial that doesn't ask for much space.

Lots of perennials get to 4 feet, but the only perennial I can think of that gets to 5 feet high would be coreopsis tripteris, but tends to flop, so would need to be staked. The yellow flowers would make a nice contrast with the russian sage though.
I would consider ornamental grass, but it is not for everyone, but the tall, upright shape you desire would be easily achieved.
Flora

Many Lilies would fit this description and will grow in zone 5.

I also thought of lilies.
Remy

Lilies, one of my favorite plants....why didn't I think of that....maybe an OT like Leslie Woodriff or Yelloween.
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Coreopsis tripteris is one of my favorite plants, but it surely is not for the poster. It spreads, not fast, but steadily to make a huge mass.

I have both creamy white and lavender flowering meadow rue/Thalictrum. Both grow to 5 or 6 feet and are quite airy. On the lavender flowered plant, the blossoms are a bit redder in tone than Russian sage, the stems are dark and the leaves a glaucus blue-green. I think that there are yellow meadow rue as well, but I haven't grown them.

I have my white flowered one in mostly shade and the lavender flowered grows in areas from part shade to full sun.

I think lilies are a great idea or how about rudbeckia subtomentosa (sweet coneflower) 'Henry Eilers' Stands up well, soft yellow with quilled petals.

Thanks for the suggestions! I really like the idea of the gaura and the meadow rue. I had actually ordered a meadow rue this spring, but they ran out and didn't send any this year. Already on the list for next year (though I hadn't settled on exactly where to put it yet.)

Lilies are an interesting idea, but they might be too structural for the bed....and might compete with my roses due to their striking color and shape.

Anyone familiar with Helianthus multiflorus 'Capenoch Star?' Does it spread or flop over?

Thalictrum (rochebrunianum AND a lot of others too, lol) is a favorite of mine, but I am not sure it would do very well in the same conditions as Russian Sage (assuming you have them in a dry situation?). My meadow rue likes it moist, especially if it is to be in full sun.

Rudbeckia nitida 'Herbstonne' might be nice. It its less-than full sun situation it gets seven feet tall, but will be less in more sun. Three feet wide.Some find it to spread a bit, but it hasn't here. It does flop a bit though. I keep an old pitchfork stuck in the ground behind it year round and then simply get the twine out when it reaches the tipsy height.

Calamagrostis (Feather Reed Grass) would fit the bill pretty well and look nice with the Russian Sage too.
Actea (Bugbane) is another.
Helenium 'Zimbelstern' (aka 'Cymbal Star') gets about four feet tall. Nice yellow flowers in later summer. Doesn't like it too dry though...
CMK

I also was thinking of meadowrue, as it's the tallest plant in my perennials other than delphinium. Mine is the pale yellow, and I love the leaves when it isn't in bloom.
I'm curious, gardenweed, how long you've had the adenophora. Here, it becomes a noxious land grabber. The first few years were fine, and then it decided to take over. At first I thought, just let it bloom and then pull it (it looked so nice against the yellow daylilies when it got to that part of the garden, and it is a wonderful accompaniment to the white roses), but enough is enough of it. I suspect I'm just going to have to totally remove that entire bed, because it doesn't pull easily, and start over.

How about Rudbeckia maxima?

Karen

Here is a link that might be useful: Rudbeckia maxima

Mytime, my understanding is that what is sold as Adenaphora confusa is almost always Campanula rapunculoides, a notoriously invasive thug. They look identical to the average gardener. I wouldn't be surprised if you actually have a Campanula.

I grew the adenophora pereskiifolia from seeds I bought from Hazzard's that I winter sowed in 2009-10. The germination rate was average and I planted out 4 clumps, one in each of 4 different beds, to see where they did the best. This is their first year to bloom so I don't know if they're thugs or not at this point. Last year we had 4 months of drought so nothing spread--everything did well to just survive. If I see any sign of them becoming rampant spreaders, I'll shovel prune them right quick but have not seen any indication of that thus far.

My liatris ligulistylis fits the need. I have it growing with Russian sage, monarda, coneflowers, coreopsis 'Redshift' and agastache. I'm using it mid-slope. Below, where there's more moisture--Joe Pye, asclepias incarnata, Japanese iris (just foliage now). I just added rattlesnake master on one side of it, but it will be next year before that is tall enough to show the round white globes.

I don't have a photo that shows the Russian sage, but in the link, you can see the close-up. This is a great plant for butterflies, hummingbirds and the hummingbird moth (hemaris thysbe) in my photo.

Cameron

Here is a link that might be useful: Liatris ligulistylis

I join in the suggestion of Rudbeckia Herbstone one of my favorite plants. Over the years the clump gets a bit wider but it is basically a tall vertical plant 5 to 7 ft tall. It does not need staking. It blooms for me from late July into November with a bit of deadheading, lovely yellow reflexed daisies. Normally no pests or diseases.

Helianthus Capenoch Star does not flop and is clump forming but it grows rather fast. Recently it was realized that most plants sold as Capenoch Star are actually another cultivar(imposter). In most places it is classified as H.decapetalus.