My roses did good through the winter. I feel very lucky. I'm at the border of zone 5b and 6a and most of the roses are hybrid teas. They all (only 28) made it through the winter fine even though I didn't mulch or protect them at all. Due to finances, we just didn't have the money to buy mulch. But everything made it through and is doing good. We have a Silver Spoon that struggled last year and it's still struggling (will probably put it out of its misery) but that isn't due to the winter. I might replace it with Bolero.
I was expecting several losses. The rose-gods must have been looking out for them. Or I just plain got lucky.