Seems like you're at the far end of its hardiness zone, and the super cold winter almost did it in.
I'd cut off the dead parts, it will probably come back.
Any spare segments can be restarted.
Don't water.
Don't fertilize.
You might consider covering or mulching it next winter, just a little bit of protection can sometimes get them through.
Many cactus in cold climates tend to hug the ground for winter warmth. You only see really tall opuntia clumps and upright columnar growers in warm climates. The tall parts are much more susceptible to freezing.
There are some nice cold-hardy agaves that would fit right in your garden...
