I'm no canna expert Tom, but I've had luck with some, not with others. If it's one you really value, I say dig it up and store it over winter.

I was just saying yesterday, I've had better luck with Calla Lilys than with Cannas.

They're much more likely to survive if the soil is really well draining (maybe a raised bed) and the plants are well mulched.

Cut 'em off at the ground then pile mulch/compost/manure several inches on top and they should be fine.

Hmmm...I never worry about those down here. I guess I take for granted how many things I leave outside without a second thought.