It depends on the season and you are in a different climate than me - I'm approximately zone 7. Around here this is how they respond to temperatures that are below freezing and it is normal. Just like you say the leaves wilt and the branches die back toward the base. It can happen in the seasons of growth too, but uncommonly. Didn't you have some rather cold weather about a month ago? Different cultivars have different tenderness. It seems to me the Texas ones are much hardier on average than those from Mexico.

Salvia greggiis normally persist by layering. The layered section forms a new base, and the plant can spread this way.

Some die back is normal, especially if the stems are old and long.

Double-check your watering and/or your soil type: branch by branch die back can be a symptom of collar rot, a fungus disease that kills the inner bark of many different plants. It's especially likely if they are dying back in the summer, since the fungus is more active at high temperatures. Keeping the base of the plant constantly wet--by watering too often, or by poor drainage--encourages the fungus, too.

Kevin : )

In the UK, I have occasionally experienced die-back on S, patens, S. fulgens, and a few microphyllas. In the greenhouse in winter, have also seen this on a few species, but this may be aggravated by the constant cold conditions. I just cut off the dead stems, and usually the plants survive.

Limy9:
I have had some problems like this with some of my S x Jamensis forms ( they are flat out killed in a few day's)
Where I have also had the symptoms you have described
caused by spittle bugs.By eliminating the bugs the problem went away.The plants survived just fine.
Is it on specific cultivars or all your S. greggi's?
Art