Most vegetables in our northern climates are grown as annuals even though, technically speaking, plants such as peppers are perennials. Some people have great success bringing pepper plants inside in pots for the winter (they require a good pruning before December) or keeping them in a greenhouse. This list of perennials includes only true perennials -- plants which you can rely on to overwinter outside.

Some brassicas such as kale, mustards and other greens will re-seed easily, even though they are not perennials. Kale is a biennial so you can rely on a long harvest from established plants. Just make sure to leave about 3-4 central leaves over winter so that the plant survives. You can also mulch heavily just to be sure.