Just as another commenter mentioned, I have left lilies and irises in the ground with no ill effects. Just cover the ground over them with some bark mulch or the likes to help insulate them. These are generally planted 8 or 9 inches deep and unless we get a really brutal winter they should be fine.

Last year was the first year I planted gladiolus and I followed the instructions and dug them up in October. The corms really grew a lot!

Anyhow I obviously missed a bunch of the new baby corms because a bunch of new gladiolus stems came up this spring before I planted last years corms. None of them flowered but they grew well. So I'm just going to leave them in the soil this winter and cover them up well with bark mulch and maybe some plastic film to help keep the salt off.

One thing that did not survive was Cannas, the first frost killed them and rotted the roots.