It has been a very long time since anything here has froze as much as we have had in the past few days. I am honestly wondering if anything might not make it through this week, we had this happen a few years ago where a bush out back actually died from it. I never even knew this was possible.
Yes, frequently if a plant isn't able to stand up to it, it will die in the cold. There's not much can be done about it when the ground freezes too but when it's just an overnight frost you could cover it with a blanket.
You know when the weather man is calling for a hard freeze you can always wrap a blanket or put pinestraw around the base of your plants and bushes. It will help some!