A lot of small bulbs naturalize well, such as leucojum (snowflakes), lily of the valley, muscari (grape hyacinths), English bluebells, and galanthus (snowdrops). They need to be kept under trees and on the edges of lawns unless you want to keep your lawn from being mowed for awhile though. It is important to keep foliage on the flowers until it turns brown so they can regenerate for the next year.

All (or most) daffodils naturalize well, too. They are quite famous for this, so you can just about take your pick from them.

Tulips behave that way for everyone. It isn't just you.

If you have areas with good drainage and not much summer water the species tulips and Darwins return better than the others.

I have species tulips along the curb in my attempt at a rock garden that are ten years old and I expect to see them again this year.

Grape hyacinths and lily of the valley can be down right invasive so be careful where you put them.

Lily-of-the-Valley are NOT alas, at all invasive in my area. It is a struggle to keep them. Where I live, you get two weeks at most, and that is under complete shade. But I have heard that they are invasive in some areas.