The following information refers to cold hardy runners, mostly Phyllostachys spcecies. This is primarily what I sell.
In most cases your bamboo should be fine during the winter without doing anything. However, there are several things you can do to help cut down on the stress of winter and reduce or eliminate damage from cold and wind. As the bamboo gets older and better established it will be able to withstand even colder temperatures.
First, you should mulch your bamboo heavily. This is a good idea in general as it will both build and improve your soil while adding fertility.A thick layer of mulch will help prevent the soil from freezing while maintaining moisture at the same time. I have somtimes had trouble with voles in ares with a heavy mulch. These mice-like critters build tunnels between the mulch and soil and eat roots and rhizomes. My observation has been that the benefits of mulching far outweigh the minor damage of the voles.
Cold air is often very dry and combined with winter winds can rapidly dehydrate the bamboo, leading to freeze damage. Protecting the bamboo from these drying winds is another way of reducing damage. Bamboo planted near a wall or near shrubs that block northern winds will often suffer less damage than bamboo planted in an open area. You should check the bamboo often and water when necessary. If you have bamboo in containers that you plan on leaving outside you should know that they are much more likely to suffer cold damage as the roots are more likely to freeze and dry out. You can place the container in a protected area such as an unheated garage. Just try to give it as much light as possible and water ocassionally. Don’t overdo it, let the bamboo stay a little dry during the winter. If the bamboo is too tall to place inside, you might consider digging a hole and placing the container in the hole with a good mulch over it all. Just make sure the hole will drain and not drown the bamboo roots. If this is impractical you can insulate the container in some manner. I’ve used hay or leaves heaped up around a container to protect it.
There are anti-dessicants meant for spraying on the leaves to help slow down the rate at which the plant loses water. I’ve never used these but have heard from customers that have used them with good results. I sometimes mist the leaves of bamboos that appear to be particulaly dry and stressed. With a little attention and work your bamboo can withstand colder temperatures with less damage. This will pay off with more and larger culms and bamboo that holds it’s beauty through the winter.