Lovage does very well for us. While it doesn’t seed itself, it comes back every year from the roots. It has quite a strong taste and smell, in my opinion it goes very well with tomatoes.
Satureja montana is another one that overwinters without problems. It makes a little bush, that gets woody in the under parts and overwinters like this, while the upper parts (flower stalks) die back.
And if I say a little bush I mean very little, about 25 cm at the most,so you can use it as a kind of groundcover around bigger plants.
Zone 5 here - I haven’t seen anyone mention garlic yet! I just leave mine in the ground and let them spread.
I also have lavender, chives, garlic chives, spring onions (not reliably perennial but some come back), thyme, lemon thyme, mint, sage. Rosemary isn’t hardy here so mine are in pots.
It’s my first winter with winter savory and french tarragon so we’ll see how they do! I’ve had my eye on chamomile and oregano too, but don’t have any yet.