Some Hydrangeas are reliably hardy, but others need winter protection - those ones tend to be the decorative picotee-flowered ones, with pink or mauve edges to the flowers. They need to be moved under glass.

I would say that the hardy ones should be fine outside, but if the weather is very frosty, then it might be wise to wrap bubble-wrap round the containers and move them to a sheltered position. if the roots freeze, that could be the end of your hydrangeas.

Thank you Spritzhenry.