Hydrangeas, particularly macrophylla or bigleaf varieties, are vulnerable to damage from frosts and winter temperatures below 10 degrees. Because hydrangeas set buds in the current season for next season's blooms, exposure to such conditions can damage the delicate buds. If the exposure lasts for more than a few hours, the buds can be killed. Deep freeze can be problem for the rest of the plant, including the roots if the plants are potted.
Once the hydrangea's blooms have finished for the current year, prune the bush back, leaving as many of next year's buds intact as possible. The timing for this is usually late summer before most of the new buds have developed. If it must be done later in the year, avoid cutting away too many of the branch tips where buds are. At this time, remove any damaged branches as well.
After trimming the bush back, add mulch to the base to protect the roots. Carefully fill in the spaces of the bush with dried leaves, grass clippings, straw or pine needles. While less organic, Styrofoam popcorn or sheets of Styrofoam can also be used as long as diligence is used to remove it all in the spring. Newspaper is another option. Cover the bud tips, if possible.
A structure like a cage can be used around the bush. The purpose is to contain the insulation material which can be straw, dried leaves or pine needles. The material needs to be carefully packed into the cage s as not to bend or damage the branch tips where the buds are while completely covering the entire shrub. Styrofoam cones or plastic tarps or bags can also be used to cover the hydrangea as long as they are adequately packed with insulating material though these tend to be more difficult to work with.
If the pots are small enough they can be moved to a garage or other protective shelter where some protection from wind and frost is provided. For plants in large pots, trim the bush back while preserving new buds. Wrap the pot and bush in some type of insulation material. Sheets of foam like those used to pack goods for shipping will suffice. Secure the foam in place with tape or string. Care should be used not to break the branch tips and to ensure the top of the plant is covered as well.
Insulation material should not be removed until the danger of a late frost has passed. Carefully remove any outer packing such as plastic sheets or tape holding foam in place. All insulating materials like leaves or straw should be removed from the plant. Organic materials can be used as mulch or added to compost piles. Inorganic materials such as foam should be disposed of or stored for next year. The hydrangea should have already begun to leaf out.