When grown in containers, even the hardiest plants can be killed by prolonged frost freezing their root system. If it is not possible to plant container grown or rootballed trees/shrubs out beforehand, bring the plants into a shed, garage or area of your garden sheltered from the wind.
They should then be grouped together and insulated with straw, bracken or other dry material during a severe freezing spell lasting more than a day.
Modern fleece materials are very useful for protecting delicate plants. Also wigwams of Christmas tree branches around a plant, with their stiff needles also afford excellent winter protection. Finally straw and bracken are relatively easy to obtain and can provide good insulation in cold winters.