I have mint, parsley, oregano, and sage... lemon balm is already in the outdoor garden...

Parsley is a biennial and so it will not truly come back no matter where you live but sage, oregano, and mint are hardy in many US locations. Where are you? You may be able to have them survive outside in a garden. Overwintering outdoors is the easiest and most sure if the plants are hardy.

FataMorgana

But if you plant parsley for two years in a row and let it reseed in its biennial year, then you could have an ongoing established patch of parsley - though I've had a little problem with voles this year that is messing things up!!

A vanilla grows in a warm but you can not leave it outside when there is a snow storm out there plus all the freezing weather. It is a wonderful smelling bean actually.