Saros,
An excellent question! I've also been experimenting to see what manages to hang on through the winter. I've taken some casualties, but it's all in the name of science.
I live in the Pacific northwest, zone 8a (minimum temps 10 to 15 degrees Fahrenheit). Winters are very wet.
Here are some success stories for me from last winter, as well as some failures. Everything was in-ground, exposed to the elements.
Success in hardiness zone 8a
Iochroma australe (died back to the roots, regrew quickly)
Ilex paraguariensis (Yerba mate. Died back to its roots, which is not ideal for slow-growing, foliage-valued plants)
Heimia salicifolia (Sinicuichi)
Melaleuca alternifolia (Ti Tree)
Acacia maidenii
Punica granatum (Pomegranate, Hawaiian seed)
Centella asiatica (Gotu kola, one of the varieties)
Artemisia absinthium (Wormwood, no surprise)
Nicotina rustica (died back, but lived!)
Desfontainia spinosa
Failures
Salvia divinorum
Mitragyna speciosa (no surprise, really)
Calea zacatechichi
Anadenanthera sp.
Brugmansia sp.
Mixed success/failure would be my in-ground Trichocereus cacti.
They took the full rain assault all last winter, completely exposed to the elements. None died, but almost every one developed tip rot. They all recovered nicely, and pumped out the pups this summer.
This winter, I'm trying to overwinter in-ground...
Psidium cattleianum (Strawberry Guava)
Psychotria alba
Moringa oleifera (Drumstick Tree)
Silene capensis (Dream Root)
Withania somnifera (Ashwaganda)
Andrographis paniculata
I think there are a lot of variables that may make or break a plant's survival in marginal areas. Most importantly, I'd hazard that proper mulching might make the difference.