While Tropical milkweed, Asclepias curassavica, will root easily in water given enough time, most other milkweeds will not. Swamp milkweed, Asclepias incarnata, doesn’t root, and I’d bet that Butterfly Weed, Asclepias tuberosa, won’t either.
The easiest way to get more of them is to plant the seeds in the fall since they need cold-stratification – or so we’ve been told.
Pictured below is some Swamp milkweed that I had in house and I just threw out in the garden to see what would happen. The seeds didn’t get any cold-stratification. As you can see they’re doing fine.