Kales (Brassica oleracea) have a reputation for being really hardy, but in reality there are many perennial vegetables that are far more hardy.  I mean, kales don’t really make much effort to protect themselves, remaining green all winter and in a normal winter here all my kales would die. However, in areas with mild winters, they are useful as they can be harvested all winter outside. Most perennials die back to the roots and reshoot in spring. Sea kale (Crambe maritima) is one example of this and is thus easier to overwinter. A dream of the perennial kale breeder is a variety that is capable of reshooting from the roots or at least from low down on the plant. 
The last couple of winters have been very mild with hardly any frost all winter and almost all my kales have survived (the exception being less hardy Tree collards from California). This winter has been significantly colder and the air temperature has only been above zero C since New Year for a short period. I was prepared for this and spread a thick layer of leaves around the roots to stop the soil freezing around the roots with either jute, spruce branches or planks over to stop the leaves blowing away in winter storms. 
In addition, I always take cuttings which I overwinter in a cold room in the house. Almost 100% of cuttings are successful.