I have never had annual verbena self-seed, but I am zone 6. Even if this one does self seed, it is an F1 hybrid, so unlikely to be true to type.

Annual verbena self seeds here in Z:4. My purple one, 'Imagination', comes true. I no longer ws 'Imagination' as get plenty of seedlings. Seedlings even grew in the lawn from my edging plants.

I grew 'Mango' one year but didn't let it set seed. I will try it again this year and see if it seeds next spring. I expect that it will self seed as well though wonder about coming true.

Imagination has been one I have had come back by seed, but it's not quite the same animal as the common broad-leaved ones like the hybridas. The thing about imagination I believe making them more prone to returning is that they do not seem to need the constant whacking back to keep them in bloom. Most annual verbenas need to be whacked to keep them in bloom, and so do not have the opportunity to set seeds. I have never had the broad-leaved verbenas return, either. As goblugal said if you got it to, I imagine you would not get any consistant babies who looked like the parent plant.