There are many factors that we have you do not have....

Moisture being the biggest problem. Take Cannas they can survive the cold but the moisture and cold is going to be death. I get rain, rain and more rain from Sept-until it goes to freezing and snow. I did not know why I could never get Oriental Lilies to survive since every book say to plant bulbs in the Fall. Oriental Lilies should be planted in my zone in the Spring.

The other is length of cold. You are talking a week/or at most a month of freezing temps. In my zone we are looking at months of frozen. That is serious deep freezing well below a foot of soil. Not a few inches of frozen soil

Sun Strength and days of sun. We get very few sunny days and in the north the sun is not as strong as in the south. When I visit southern states I can tell the sun is closer to the earth than it is in the North. It feels like the sun is sitting on my shoulder in the south. This also does not allow your soil to freeze far below the surface.

I second everything Marquest said. :)

Another reason is freezing winds. A plant placed in a sheltered spot might adapt to 25-30F degrees, 'for a certain period,' but if exposed, the wind-chill can decrease temps significantly.

It depends on plant type. Purple, you and I discussed how quickly Coleus freeze. One night @ 30F, leaves are history. A Jade would survive longer than Coleus. Even if planted beside a Coleus. Same area. Toni

You'll find a similar parallel in the difference between what plants in containers will tolerate. While the amount of moisture sometimes has an impact on plants that don't like wet feet, and duration of chill CAN have a minor impact on resistance to chill. When you're talking about 2 plants growing side by side (jade/coleus), the answer is primarily in the genetics. Jades are simply programmed to tolerate more chill than Coleus. To some degree, cultural conditions play a part as well. If two coleus cuttings from the same plant are growing side by side, with one being slightly drought stressed and the other turgid, the mildly drought stressed plant will exhibit more resistance to chill.

Getting back to plants in containers, we usually find that if you intend to leave a plant in a container unprotected above ground, to be reasonable sure it will survive, it should be 2 zones hardier than your zone - one, at the very minimum.

The real answer you're looking for was mentioned above. Plants are genetically programmed with only just so much tolerance for chill. In AL, a week of 9* weather might only lower soil temperatures to 40*, so the roots of plant 'A' might be fine. In MI, a week of 9* weather after 2 months of weather averaging 20-25* might bring 6" soil temperatures down to 27-29*, cold enough to kill roots of some plants. Rarely, even in open fields w/no ground cover, do we see 6" temperatures much lower than 26* in MI.

It's the 'killing low' temperature that usually claims a plant in most cases. I over-winter about 200 temperate plants in an unheated garage. The soil freezes solid regularly, thaws often, freezes again, over and over - with no problems. That's because the temperature never reaches that critical 'killing low'. One day at killing low temps is all it takes to take a plant.

We know that the finest hair roots - the ones that do the lion's share of the work are the first to die from freeze injury. In many temperate plants, these roots begin to die as soil temperatures drop below freezing. As temperatures drop further, larger and larger roots succumb to killing low temperatures. The point is - that many plants that DO survive, are left with only the largest roots to support them because much of the fine rootage has frozen. These plants are slow to respond in the spring because they need to utilize stored energy to regenerate lost rootage before they can move sufficient water and the nutrients dissolved in water to support either new growth or a flush of foliage.

Al

To add to that you need to consider what your frost line is for plants in the ground rather than in containers. That is the depth the ground freezes solid when the weather gets below 32 degrees.

The ground also acts as a heat sink, to some degree, aborbing energy from the sun so after a period of warmer weather some of the heat is held in the top layers of soil and helps delay freezing. Also, closer to foundations of buildings the level that the ground freezes will rise closer to the surface and it can be different depending on if it's a heated building or not. This is part of the reason you can create micro-climate gardens in protected spaces next to walls.

In Birmingham, Alabama, the frost line is somewhere around 6 inches give or take a bit but here in Chicago the ground can freeze up to 3 feet deep or more, farther north like where Al is, it may be even deeper. The surface may warm up a bit after a few sunny days but if the freeze goes deeper than a few inches it stays icy down there and that ice will continue to damage the roots.

Thanks to everyone for your replies!

When I mentioned "up against a north wall" above, I should clarify. There are no basements here, and almost all houses, like mine, are placed 3-4 feet above ground on brick pilings that sit on the ground. So although on most houses there is skirting/siding from the bottom of the structure to the ground, it's not really a wall, and there is no basement on the other side of it. It's just an optical illusion of stoutness (or may really help prevent the wind from getting a good grip on the structure, I don't know) and prevents larger critters from getting under the house. However, it does make sense that the warmth from the ground nearby would radiate to the perpetually shady spots, especially if the ground isn't as frozen as I thought, if at all. I'm inspired to check what happens if I try to dig a hole at the end of Jan. (It starts to warm back up in Feb.)

...with one being slightly drought stressed and the other turgid, the mildly drought stressed plant will exhibit more resistance to chill.

Moisture being the biggest problem.

Again we arrive at drainage (even though we aren't "in containers" at the moment.) Interesting. Where I am now, winter is a very dry season, but when it does rain, an inch of rain received in just an hour will be completely drained away within hours. After just an hour or 2 after it stops raining, you can drive on the grass without making tracks. Rosemary comes to mind first when I think about this. How many of us have killed a potted rosemary by overwatering? It's an evergreen, long-lived shrub in the ground here.
Unfortunately, as I suspected, even though moisture is such a critical factor, there seems to be an unknown magical malleable combination that is different for different plants. I've been confused about microclimates since I moved here. The one that used to be my crutch (up against the basement wall) is not an option. The others I know but haven't tried are "huge pile of leaves" and "surrounded by rocks/bricks." If I could master those, the possibilities seem endless. This year, I'm going to try the leaf pile on Bougainvillea and piles of rocks around the base of Strobilanthes dyerianus (Persian shield.) Both are just 1 zone out of range here. I've seen the basement wall allow a 2-zone jump in OH, so I'm hopeful. What are your thoughts/experiences about microclimating? (According to spell check, I've created a word. How fun is that?!)

Toni, although we have had a few close calls this past week (just under 40,) I've only taken a few cuttings and put them against the house, and have had just a few damaged leaves. There were a couple tense mornings when I went to check on the plants, but I just couldn't cut them all down yet with night time lows going back up to the 50's through the 10-day forecast. So far, there are no plants inside yet. That's another fine line - the timing of cutting down the plants that decorate your yard...

Rarely, even in open fields w/no ground cover, do we see 6" temperatures much lower than 26* in MI.

Just to piggy back for a sec on Al's post ....

And when that rare event DOES happen, it is not uncommon for those of us in the northern lands to lose plants that have previously successfully overwintered for years.

Purple, you should submit you're new word to Webster. :)

Micro-climate,,,,different locations. We've had a few 32F nights and several 34-5, yet Coleus, growing on north side of house, are alive and well. 'In ground.' No frost-bite whatsoever.
Cold, very strong, 65mph winds didn't touch them. I don't understand the reason either.

There was a similar discussion 4-5 years ago. People placed thermometers in different parts of their yard. Front and back. Micro Climate.
To plant X trees in the ground. Some north sides were warmer than s/e/w. Unfortunately, this tree needed brighter light than north.

Glad u like the word ;) And glad to hear your yard is still decorated with coleus. We're supposed to have a windy day tomorrow, but hopefully not 65 mph winds! OMG! I'd be looking for my plants all over the neighborhood.

Now I just need to keep stopping by the pile of rocks on the side of the road a few more times to get enough to try using them to make a microclimate. Rock rings filled with leaves should be a 1-zone cheat, I hope...

Marquest,
I'm in Ohio by Akron. I can over winter Cannas in the ground. You might be on to something with the micro climates.