According to the RHS:
'Cannas are lifted after the foliage has been blackened by frost. Remove dead leaves and loose soil and store in trays of sand, coir or vermiculite, with the crown just showing. Keep just moist in a cold, frost-free greenhouse or conservatory. Container-grown plants can be stored in their pots.
Plants can be risked outdoors in well-drained soils in the mildest regions by protecting the crown with a thick layer of dry winter mulch such as bark.'
Hope this helps. :)
G x