Certified GKH Gardening Expert
All of these plants need to be dug up and brought in to at least the garage for the winter. They cannot survive the cold where you are, even if mulched. The canna bulbs can be stored. Here is information on that: https://www.gardeningknowhow.com/ornamental/bulbs/canna/storing-canna-bulbs.htm
As for the grasses, you can put them in pots and allow them to go dormant in a cool, dry place. Water them once a month and bring them back out in the spring.