Salvia farinacea, Mealy- cup sage.

An annual plant in cold winter climates

Hmmm...I'm not sure about Salvia. The leaf shape and flower buds aren't right for that. Someone else, not on this forum, suggested it might be a butterfly bush, and I thought Agastache, but they too don't seem to have the right leaf or flower bud form.

Salvia farinacea 100%

I stand corrected. Thanks, Jay.

Frequently offered and familiar denizen of garden centers in season.

You're welcome Tim. The flower buds are unusual for a Salvia, they threw me off at first too. A Salvia that doesn't look like a Salvia. They do self sow here in northeast Illinois. Not profusely, but usually sufficiently. The pale color of the buds at a distance gives a false impression of texture and resembles something in Liliaceae.

Embothorium is correct. If this Salvia is the 'Victoria White' cultivar I think it is, it will only grow as an annual in my 6b zone.