Probably a lot depends on how bad the winter is and where exactly they are planted. Even around here I've heard of people overwintering them, usually when they're planted up close to a foundation or south facing wall. You might have a pretty good chance!
Older varieties might be hardier, they seem more solid and go dormant more than some of the newer hybrids which try to keep growing all year.

I read after posting this that it's the cold/wet/clayey soil combo that kills them moreso than freezing here. They basically rot.

Hi,

Don't have cannas myself but the garden across the way has them come back each year. They are on a sloping lawn with good drainage.

Unless it's a very sheltered location, I wouldn't risk overwintering unless you have stock that you wouldn't mind losing. Since it's difficult to find virus-free stock of some cultivars, I would at least dig some.

I had Canna Pretoria for years (7 or more) in Oklahoma in ground. Even survived the little ice age where we were -27F (with a heavy snow blanket) a couple years ago.

From southern Frederick County, MD - not once have cannas ever wintered over for me, and I've tried about five times now. Oddly, callas will come through nicely, because I lost track of them after frost.

Callas overwinter for my dad in NE Ohio. Although they're within a foot of the house.