Unless you are in Zone 5 or lower, they don't require much additional winter protection. In Zone 6, it may be advisable to add some extra mulch after the ground freezes, to prevent frost heave during freeze/thaw cycles. In Zone 5 or lower, the corms should be lifted and overwintered in a cool, dry location and moved outside in the spring.
They also prefer dryness in the summer months. People living in areas where there are numerous summer rains, often grow them in pots, so they can be moved to a sheltered location. I grow many of the fall blooming bulbs/corms, Crocus, Sternbergia, Colchicum, etc. in pots for that reason. This year, that wasn't necessary, as we are experiencing a 100 year drought. (about 6-7" total rainfall fell during 6 showers in the past 7 months).
Rb