Last year I was given a couple of no-name dahlia tubers by a local gardener. I'd heard that they were sometimes hardy here so I left them in the ground, and they survived! We had a cold winter (well, cold for us in zone 7!) and it got down to around 5F a couple of times.
I don't want to risk it with the dahlias that I really like (including Candle Light!), but I'll continue to leave some of the tubers over winter.