They are sortof iffy around here - my sister has one of the hardy varieties and has overwintered them in the ground, although when not put up against her house, they had some vigorous winter burn, but recovered okay. I know there might be some that are hardier than what she has and it often takes a couple years for the plant to gain its full hardiness, but with respect to a container, you might consider bringing in during the coldest periods - perhaps sticking someplace that's unheated.

A good rule of thumb is to look for plants rated for zones 1 - 2 zones colder to give you better assurance of its survival without protection (or with minimal protection) in a container outdoors in winter.

OK, so I'm reading this a week later. Hoping you think to come back and check! I'm in Philly. Was told last year that the only way to keep my lavander passed a year was to take clippings and start new plants inside. Well I didn't have what I needed, and I couldn't get it in time, so figured they would die. They didn't! I was delightfully shocked! Of course, last winter was wonderfully warm for around here, so no guarantees, but this year, I'll treat them a little better, and actually mulch them over, hopefully with straw, if we can get some. (I'm not paying $12 for a little 1 cubic foot, like the prices in craft stores!) Good luck. Cross your fingers and maybe we can have two warm winters in a row!