Cannas must be protected from freezing. See below:
Digging and storing cannas has been discussed in several threads. Do a search for "Canna Storage Suggestions" or follow the link:
http://forums.gardenweb.com/forums/load/canna/msg1022430619189.html?39
Remember that each of us has their own particular circumstances and one may need to modify the suggestions to fit their needs and abilities.
In zone 6 and colder, you will likely need to dig your cannas and divide the clumps and replant in the spring after danger of frost has passed; in zone 7 some are able to mulch well and leave their cannas in the ground (do not leave in exposed containers).

Kent