Well, Rick, it may not be as cold here, but I am happy with my Agave.
I got a (received as) Agave neomexicana.
Was looking terrible after a winter in the garden - but still alive - so I potted it and left it on the windowsill, all winter.
I also have a couple smaller ones (forgot the tag, grown from seeds) around the garden and they are alive.
But this was really a mild winter!