I'd say either sink the pots in the ground or store in the garage. The constant freeze/thaw cycle if left outside unprotected would probably rot the rhizomes.

Thanks Liz, I left 3, 5gl pots out last winter here, it hit -17 several times but we had 3 ft snow almost all winter, so The snow blanket may have saved the iris. They were all from Schreiners Gardens, planted in late September, all survived and many bloomed, first year!

I've seen a post from a lady who divided an iris and left several divisions outside sitting on a table and forgot about them, found them the next spring. She said she planted them because they didn't look that bad and over half bloomed that year! Sounds like iris is almost the roach of the plant world....