Parsley is an herb that does not overwinter except in the house. After going to seed it dies back. You cannot prevent this from happening, only delay it
Chives is a perennial herb that comes back from the roots every year. I live in zone 2 - 3 and mine are coming back already.
Also, Egyptian Onions are another bulb that grows back every year. The cold doesn't bother them at all.
These onions are perfect for salads. Just pinch off the greens and the bulbs continue to grow, sending out more tops. They propagate by producing mini bulbs on the top end of the stalk.
Orange Thyme(above) and Oregano(following picture) will overwinter as these pictures attest to. Again I am a zone 3 and I have no problem with them outside all year.
My oregano is just starting to come up in the garden. I took these pictures today, and the temperature outside right now is 35oF or 2oC.
Dill is an herb (weed actually) that you can grow anywhere. I let mine self seed in my flower beds as good contrast. If you let the plants mature and then harvest the seeds, you will never run out of it. I also pick the green and freeze it in small freezer bags for use in soups etc. I also dry it for use in salads, dips etc.