I'm in a slightly milder area (northernmost part of 5b) and have a lot of trees I'm working on - though I'm hesitant to call most of them anything more than pre-bonsai. Deciduous that seem to do well unprotected are Amur maple, Nanking Cherry, Siberian Elm, and Crabapple (also Poplar and Curly Willow although these are not good bonsai species - more just for fun). For conifers, dawn redwood, scotts pine seem to do well (I also have a Colorado blue spruce that does well but it's not a species I'd recommend). Then I have some more iffy species: Japanese black pine, trident maple, ginkgo, Japanese quince, and Chinese elm seem to do OK year round with a good winter shelter and covered in snow but they clearly would prefer a longer season. I tried an American hornbeam out all winter once and it had extensive die back (even though they are supposed to be quite hardy). I have a cold greenhouse so for some less-hardy plants like Korean hornbeams I leave them outdoors until about winter solstice, then they go into the greenhouse before the coldest part of winter hits, and stay there til all danger of frost is past.