Good Morning Matt, 

Thank you for contacting the U of M Extension Service. 

Morning glories grow fast and will cover a fence. They may need something to climb on like chicken wire. I plant morning glories by our brick pillars outside the house. They are generally an annual flower, but if they go to seed, they will sprout new plants in the spring. 

For a pergola, one of the greatest plants is wisteria. This is a slower grower and requires some pruning each year, it would need to have some support. 

Also the below clematis virginiana would be great on a pergola. 

Minnesota has one native perennial clematis, "clematis virginiana: https://www.minnesotawildflowers.info/shrub/virgins-bower

This comes back every year, grows fast and has tiny white flowers. 

Most any clematis will cover a fence. Again, it would need support. 

Virginia creeper: https://www.minnesotawildflowers.info/shrub/virginia-creeper

This is a fast growing vine that can become invasive but it comes back every year. It had great color in the fall. 

Good Luck!