I kept an Agave Parryi Truncata very happy over last winter in a double-walled, plastic coldframe. I'm sure my other Agave Parryi JC Raulston would have been fine, or my Agave Ovatifolia, or my Agave Montana. There are plenty of cold hardy Agaves and since you'll have them in a greenhouse you can control the moisture which is more concerning to me as all of these Agaves are now in the garden soil. As you might guess, cold + wet can be a death sentence.
You might find this site informative:
http://www.coldhardycactus.com...
