An unheated backyard greenhouse will enable you to keep many plants alive during the cold winter months. The temperature inside such a building will be warmer than outdoors and it will prevent frosts getting to plants. Air warmed by any sun during the day will also stay inside the greenhouse - providing it is well sealed - to keep temperatures warmer during the nights.
An unheated greenhouse is capable of providing temperatures of 40-45ºF during winter and it should be enough for many half-hardy plants to survive.
Always monitor temperatures in a greenhouse - such as with a Digital Greenhouse Thermometer available at Amazon - and check the temperature requirements for your specific plants to make sure they will be happy in an unheated environment in your winter climate.