Many plants tolerate frost quite nicely. Spinach, kale, Brussels sprouts actually improve in flavor after a frost and root crops such as carrots and beets can stay in the ground after their tops have died to sweeten up further. Some annual flowers are surprisingly frost tolerant including snapdragons, pansies, petunias and sweet alyssum. I use the tender flowers such as marigolds, ageratum and red salvia to gauge if we had a frost. They are so tender they turn black with the first touch of frost while the hardier flowers may still bloom for a few weeks longer.
Geraniums are actually tender perennials in our region. In warm climates they grow year round in yards as a shrub, quite a site for a northern gardener. There are a few ways to keep geraniums over winter. Our grandparents had cool cellars and they had luck with simply pulling up the plants and hanging them upside down in the cellar for the winter. Our warmer basements prevent the plants from going dormant so this method may not work for you now.
Another way to carry geraniums through the winter is to take cuttings now, before frost damages the plant tissue, and root them indoors. These cuttings can then be grown on as houseplants during the winter and potted up or planted outdoors next spring. Geraniums are easy to root. Cut a section of stem about four inches long, remove the lower leaves but leave the top few leaves, and stick the cutting into a small pot of damp potting mix. Use potting mix containing peatmoss, perlite and vermiculite, not potting soil that contains actual soil. Potting mix is lighter and better drained than potting soil which is important to encourage good root growth.
So dont despair, the garden season is really never over. It just changes location from time to time.