A true annual cannot be overwintered ... they sprout, mature, set seed, and die all in one season. Now there are numerous tender perennials that are grown and sold as annuals in regions wherein there are seasons with conditions such plants cannot survive.

Where are you located?

I've overwintered my snap dragons in the same pot on an unheated enclosed glass porch for 3yrs now.

The aluminum/tin(?) roof may warm up with sun during day but nighttime will drop down close to the ambient temp and concrete slab cools. I thought for sure this winters super cold would finally kill them since water jugs were frozen solid, but some tall parts were dry brown and others green as usual. It completely changed back to green, budded and started to flower about end of March before I put back outside in April. My friend took seeds from it this year to try to duplicate.

I also had some random violets from HD planter arrangement that I thought died come back in my garlic bed and some tomatoes are growing again in abandoned section of former neighbors yard. I know nothing was planted there but grass for 20yrs but this is second year tomatoes have flower and fruit after no protection from snow and ice. I think these are descendants of my plum tomatoes a squirrel ripped to shreds a few years back. He ate tomatoes but ripped 2 out of ground and chopped up stems, leaves before I caged and netted.

We may call them annuals but mother nature makes the rules. I think depending on where you are, a little protection is the key whether from wind or extreme cold.

Any plant that is not a true annual has potential.

Some suggestions in this discussion: https://www.gardenweb.com/discussions/1434476/propagation-free-scaping-cost-scraping#n=31

Sam, you may not have to shelter the snaps at all. Used to have them up at my folks' place (z6/5). There were ones planted up against the house that came back year after year .... and they weren't all reseeds.

I take cuttings of many annuals and overwinter them indoors to plant out the next year. Coleus, butterfly weed, shrimp plant, geraniums, begonias, alternanthera, and ornamental sweet potato are just a few. I usually root them in late summer, stick them in pots and find a protected place for them to live in the winter. I bring mine inside, but I live in an apartment and don't have a safe outdoor spot. I also live in FL, so that makes a huge difference.

I just think little pots of coleus and such are pretty indoors in the winter. It doesn't matter if they get stretchy, because they fix themselves right up once they are outdoors again.

I've even overwintered tomato and pepper plants indoors.

Verbena (I think mine is verbena x hybrid or something like that? It's purple-flowered) is sold and marked as annuals where I live (Northern California, zone 9(a?)), but not only did it survive all summer last year in temps of 90-100, but it also flourished during winter and spread, taking over where the zinneas were to the right and the daises on the left (both had eventually died from the heat; it was a harsh summer last year). So I definitely agree that nature has its own mind/rules and our human classifications are just mere guidelines.