It will keep deep into the fall and early winter. Best way to make it last.

In climates of light frost, it lasts all year long and is just a wonderful cut and come again plant.
Jim in So Calif

I freeze both collards and kale, but wait until the nights cool down. The greens that go into the freezer in October are the best.

I grow Russian Red. I've blanched and frozen it, but I'd agree with the posters above - the best is to keep it growing all winter - even here, zone 5, with temps down to the single digits, as long as the soil is moist it's still growing - slowly - and just tastes wonderful.

Protect it from the deer.