I have a dwarf alberta spruce in a container that came through last winter just fine, also several varieties of sedum. Have a friend who tells me that elephant ear bulbs can be left out in a large container if covered with a layer of hay and a board with a rock. I will try it this winterwith the common green variety, but not the more expensive black/green. I also have a pot of orange tiger lilies that do fine.

Would it be possible to dig a trench(I know it's probably rocky) and settle your containers down into the soil a little. Just burying them a few inches will help them get moisture over the winter and keep the roots a little warmer. Then you could put some leaves around them too.
If you have any that are barely hardy in your area, you need to be extra careful with those. You could move the containers into a garage perhaps.
Do you have any perennials that you're especially concerned about that you'd hate to lose over winter? Some are tougher than others.
I've left hostas, nepeta and sedum in containers on my patio over winter with no protection and they did ok and I have a Fairy Rose in a large container that's been sitting on my patio for several years now. I was careful with it the first couple years and moved it into my shed over winter, then decided that was too much trouble. It's heavy.
Mulberryknob - If I leave my green elephant ears in the ground here, they usually (not always) make it through the winter. I haven't tried leaving them in a container though. I've had very good luck storing the bulbs both in my garage and in my basement and it seems like if I leave them in the ground, they come up later so I usually dig them up and store.
This year I have 'Illustris' elephant ears that I'm hoping I can get through the winter. I tried keeping Black Magic as a houseplant one year and that failed so I'm going to try letting these go dormant and then put the containers in my garage. I'll cry shamelessly if they die. It's one of my favorites.

I have wintered over many different perennials that were in 2 gallon or larger pots and some in smaller by placing them on the east side of a building and covering them deeply with straw....never lost one yet. If fact, I have about 10 that I didn't get planted this fall that I will do that with. The side of the building adds some protection from cold and winds blowing the straw.