Some flowers can be left outside over winter, but many will die when freezing temperatures set in. The zone you live in and the temperatures specific to that zone, will impact how flowers do in your specific zone.  Some common flowers that thrive outside over winter are hellebore, daffodils (late winter), violas, primroses and pansies.  Research your specific zone and micro climate to get a better understanding of which plants will thrive over winter in your area.