Polly, most glads are listed as zone 7 hardy, but a lot return fairly well for me (planted deeply and mulched, the protection of a structure helps too). They do push themselves closer to the soil surface each year as a new corm forms on top of the old one, so eventually they are too shallow and perish in winter.
Barb, I believe the winter growers grow and bloom during the winter, and go dormant when it gets hot and dry. They do tolerate (or perhaps require?) more water during active growth. Curious that they don't return for you, certainly not a hardiness issue. Could critters be the problem?