Lovage is tough as old boots and so is green or bronze fennel (self seeds alarmingly, much worse spreader than horseradish and with a long strong taproot), coriander can stand the winter here. I bring my lemon grass in every winter in a large pot, but it is very happy in the ground all summer. Ginger is an experiment at the moment, very much indoors.
I have only had horseradish for 2 seasons, and am so far disappointed by its lack of spread - but I got it from a man whose allotment was indeed infested by it. He was talking to me about buying fresh root from supermarket to make his own sauce, and was quite surprised when I pointed out that he had more than enough already, as he thought it was docks.