I have heard of people leaving them in a paper bag in their garage thru the winter. Not sure I would trust doing that in zone 4.

Try a search. I know this has been discussed before.

Pot them up and put them someplace out of the cold. They may dry out to much in a bag.

In a similar situation, I potted them up and kept them in my kitchen window (south facing). It was only about 3 or 4 pots, and one of them bloomed indoors. I planted them out in the spring, with other potted perennials.

Thanks so much everyone - I will pot up and hope for the best. And encouraging to think one or more may actually bloom!