If you do have damage in your yard, don't be too quick to remove the plants. The foliage may be damaged, but the root may still be healthy. If this is the case, the plant will revive when the weather warms up. It is best not to remove damaged leaves, stems and branches, as these will help protect the plant if we should get more cold weather. It is only December, so we have a couple of more months to possibly be hit with freezing temperatures.
Annuals damaged by the cold usually end up as little mounds of blackened, mushy foliage and stems.
These plants are beyond help and will improve the looks of your yard if discarded. Seeds are inexpensive, so I will throw out a couple more packets of annual seeds and hope for the best. There's not much that has to be done right now in your yard. I keep the leaves raked from the grass, just raking them into the planting beds as a mulch. Also weeds need to be removed.