Well, this is probably too late, but what type of Cannas are they?

As a general rule, seed should be left on its parent plant to ripen as long as possible. Seed formation alone does not guarantee viability as seed pods continue to draw on the parent for nourishment through this process. Sorry, of course you know that.
From these forums I learned that many US folk have lots of success with a shorter growing period than other zones, but then a canna is a basically a warm temperate to semi-tropical plant.
I guess from your post, that your plants are outdoors and not going to be lifted for winter? I don't think some frosts are going to affect the seeds so much as the plants themselves, so my inclination would be to leave them unless the weather gets really freezing. In my experience Cannas make seed very fast, so hope you have luck with yours.

Thanks for the replies. I am planning on digging them up. I'm going to try to leave them in the ground as long as I can and see if I can salvage a few seeds. It didn't get as cold as they said it was going to the other night so I left the seed pods on the plant. They are still pretty green though. I found a place that I can buy seeds that are pretty cheap and I ordered seven different types. My only reason for trying to save some of mine were to try and grow some from seed. My cannas are nothing special but I wanted some seeds. So if I don't get any this year I'll try next year. Thanks again

I saved some seeds from my tall red cannas and I would be happy to send you some. Just check my page and send me an e-mail for my address and send me your address if you would like some seeds.
Joann

Thanks ghoghunter, that was very generous of you. I was able to get 2 seeds from my canna. They were red also. I found a place that I was able to order some seeds. I ordered 7 different types. So I'm all set on canna seeds. Thanks again for the offer.