We've had air temperatures in the mid-20's this week, enough to kill the new leaves of the "Naked Ladies" (Amaryllis belladonna) that are just coming up. So, a good time for thinking about blankets and overcoats for the more tender plants.
Think of the ground as a reservoir of warmth. Yes, it can freeze below the top inch but slowly. Even a thin layer of straw keeps the top layer frost free. And the best protective layers are, like straw, full of air spaces. Air's a great insulator. Even snow, cold as it is, can keep plants from freezing because it's so light and airy.
I like sword fern leaves for thickest covers. They're stiff, usually lock together easily and won't pack down. A friend of mine keeps a garbage bag of styrofoam peanuts handy to put on tender bulbs. And I just found out that a piece of old greenhouse plastic right on the ground keeps it loose and moist even when the air is 25 degrees.
The farther you get from the ground, the more vulnerable leaves and branches are to damage, but a layer of bubble wrap could be a good protection. Haven't tried it yet, but I'll have to accumulate some for next year.