Yes, hardy to zone 4 means they will return in zone 4 & higher (but not necessarily in warm winter zones). Of course dependent upon soil & light.

Speciosum rubrum is my most favorite lily. Muscatel is my favorite pastel pink.

The only burgandy (non-tulip) bulb I can think of is Fritillaria meleagris or Fritillaria persica.
There are very deep red Asiatic lilies (Monte Negro, Landini). Lilium Nepalense for a 2-color cream and burgandy.

For truer blue Allium azureum. Wish it liked mild winters!
Drumstick Allium (A. sphaerocephalon) has always been a burgundy red here now that I remember it.

I had the multi-flowered hyacinths - in a pot so they didn't do as well as they would have in the ground. Rather inconspicuous I thought. I would definately put 2 bulbs per hole.

Iris reticulata will give different shades of blue and, possibly, a 'wine-red' version. If your dappling comes from deciduous trees your timing might let the reticulatas come through flowering and then into good leaf growth before it becomes too shady.

Chionodoxa also give a pleasant blue and will be out in flower before the Alchemilla and the Heucheras are in full array.

Anemone blanda will give you a pink but you will have to give it some protection as its range is only down to zone 6. They do well in pots. Anemone nemorosa Robinson's is a delicate lavender-blue. It goes quite well with Pulmonaria - particularly those with strongly silvery leaves - and should be fine in your zone.

Corydalis and Colchicum might also be worth exploring. If you can provide winter protection - Rhodohypoxis can give a long display in either strong pink or soft. The little double is pretty but only buy it in flower as some of the doubles are seriously more weirdly interesting than genuinely double.

And Erythronium revolutum or hendersonii, of course.

Wow, thank you both for all the input....I will google your recommendations! I guess I didn't think any hyacinths were hardy around here....thought everybody had to replant (I've never grown them). I had totally forgotten, too, that I was wanting that fritillaria melagris....thanks again! :0) Phyl