Found it myself - http://en.wikipedia.org/wiki/Asclepias_tuberosa
Could it be a butterfly plant?
the sure test of a milkweed is whether it has milky sap. We have a lot of asclepias tuberosa growing wild. It has spread to a few gardens (courtesy of the wind and/or the birds) but it has been a very well behaved plant for us. it will come back in the same spot year after year. It doesn't seem to like being moved around or transplanted, though.