Marjorum will not return and most rosemary is also not winter hardy. Oregano should survive as will thyme. I have a few 2+ year old thyme plants started from seeds. Right now, they look a bit poor as they were under feet of snow, but will green up quite well Even now, they are still harvestable. I usually get a few outer branches that are black and dead, but they are easy to snip off. Another winter plant I grow is a wild onion. Its leaves look exactly like chives and it sends up a small ball of tiny bulb clusters. The onions in soil ar etiny, about the size of a pea. They grow from late September through to the following late spring/summer, and usually die back about mid June, when they send up the bulb clusters. I can snip these all winter and use them as chives. I didn't have any luck with French Tarragon, as it died in fall and never returned. I did have a small pot of it indoors and it had died out in late fall (indoors) and then showed a bunch of new shoots come spring. That only lasted a total of two years, and never came back even in a pot. Avoid the tarragon seeds, as they are not true tarragon plants. Garlic chives is another great herb and they produce white blossom clusters bees go crazy over. Later, they produce large black seeds than can be planted nearby and you will be getting more garlic chives after about 2 years of maturity.

Herbaceous=Dies back to the ground, previous season's growth has no green. Plant goes dormant and comes back from the roots.
Evergreen= Stems retain all/most of their leaves.
Semi-Evergreen =Stems retain some leaves-usually at the tip. New growth usually starts at the tip. Often these plants will benefit from being pruned to encourage new growth to sprout from the base of the plant and along bare branches.
Thyme-evergreen/semi-evergreen
Oregano-can be semi-evergreen. Depending on variety, climate, and species may or may not be cold hardy. Most act semi-herbaceous and look dead but with some leaves at the end of the stems but come back from the crown or roots.
Tarragon-herbaceous-It begins to go dormant as the days get shorter. If you look around the base of the plant and see small shoots with leaves just peaking out of the ground then it is alive and should begin rapid growth once the days get longer and a little warmer. Most Tarragon dies before it goes into winter or is too weak to survive winter because of disease caused by excessive humidity in the summer or too much water. This is a plant that can survive in regions that receive only 1 foot of rain per year! It is otherwise very cold hardy.

Lavender-evergreen/semi-evergreen

Peppermint-herbaceous. Also somewhat day length sensitive.

Marjoram is a tender perennial. That means it will die when temps drop much below freezing for long periods. It can take a frost and even short periods of light freezes. It is otherwise an evergreen like its Brother Oregano

Thanks, francescod, that's great info.

My oregano (most likely Origanum vulgare) is definitely hardy in this area. The plant I have is a descendant of some that I grew from seed in my grandmother's garden nearly 30 years ago. Their children made it into my mother's garden, and then finally, into mine.

As for small shoots around the bases of things, I think it's just a bit too early...though this week has had temps near 40F all week, so I really ought to give it another peek.

I'll keep my fingers crossed that the French tarragon made it through the Winter...it was doing really well just before the frost last year, so I have high hopes.

I'm kicking myself about the marjoram, because I really knew better...but I must have stared at the little label that came with the plant at least a dozen times, looking at where it said "perennial," and convinced myself that my memory was wrong, or that I had a different variety, or something. I would have taken a heavy harvest before the frost if I'd believed myself rather than the label. Ah well.

It depends where you live. All of that list are botanically speaking perennial ie they do not set seed and die within one growing season in their native habitat. In my garden they would be perennial too. But in your zone some may well die out. The only way you will find out for certain is to leave them out over winter and see what happens.

All plants are botanically classified according to how they behave in their natural habitat. As Flora said, all the plants you mention have been classified as 'perennial'.

Outside a plant's natural habitat, plants behave very differently. You can't expect a plant coming from, say, the tropics, to cope very well in Arctic conditions!

If a plant label describes a plant as 'perennial', then they are probably providing correct information - for its natural habitat. If you live in a different climate from its natural habitat, I believe nurseries should provide further information such as 'will die in temps below X degrees', but will come back in spring'. Or something along those lines.

Until labelling practices change, consumers must rely upon their own knowledge both of their plants and of their local conditions - or ask the resident horticulturist at the place they buy their plants about the best ways of keeping plants alive outside their comfort zone.

You can try taking cuttings of each of your plants before winter sets in and try to keep them alive indoors, in conditions very similar to their preferred environment. It's not always easy, but it's worth a try. At least you might not have to replace your plants every year.

To clarify about the tarragon. Usually, it put outs shoots in response to short days before the onset of winter. So they should be there now. I have found that the majority of, but not all, plants that have not sent out the dormant shoots by the end of November will not come back. But if they are present at the end of November there is a very good chance the plant will return.

As to the "is it a perennial or annual" question. Some people sometimes use the phrase "a perennial that behaves like an annual" to describe tender perennials. As Daisyduckworth suggests, If local nurseries and gardeners would just get used to using the qualifying term "Tender" or "Frost Tender" when describing plants that won't survive the winter in the area it would be a whole lot less confusing. I use the term on all my plant labels and signs at my nursery in addition to "hardy to xxºF". The misapplication of the term "annual" really confuses things when people from different growing zones talk about plants.

Well, francescod, you inspired me to go out and check again yesterday. There was no sign of new shoots last weekend, but yesterday there were. The tarragon looks like it will be coming back plenty strong, with more stems than last year.

Likewise, the chives and peppermint are also beginning to send up just the tiniest amount of new growth. Everything else looks like it will just green up again. I always feel like the first year is the trickiest, when you're not quite sure if the perennials have fully established themselves, and taken hold for the long haul...but in this case, it looks like they all made it. I'm sure that heavy snow cover during the coldest and windiest parts of the Winter didn't hurt.

Of course, this morning they're all covered with snow again. Oh well.