None of these will be killed due to freezing temps. Watch out for severe spring winds, though. That burns buds.
These are all zone 5's:
climbing roses, hybrid roses - prune when forsythia blooms
junipers - don't worry, take off brown stuff,
strawberry plants - don't worry
butterfly bushes - prune in spring,
dwarf crape myrtle - will be OK,
Russian sage - perennial - look for new growth
lavenders - prune 1/3 in spring
hollyhocks - perennial
hydrangea vine - will be OK.