When it comes to growing perennials there are many success stories of gardeners reporting they in fact successfully over winter plants that were one zone above the recommended zone. Eg: A zone 4 perennial survived a zone 2 or 3 classification.
These results were achieved by adding 1 to 2 feet of compost over the prized plant after it dies back to act as an insulation against the harsh temperatures. Another way is to grow your prized perennials in over sized pots that can be relocated to a garage or doesn't freeze or a basement. Although regular watering while in this form of storage is not recommended, it is also not recommended to allow the pot to dry out entirely. Over wintering plants and their root ball need some moisture to survive its dormant period.