There is a wealth of info on here from some great people! I thought now I'd ask about Gardening!

I have some Lily bulbs that have been moved within generations in our family. They bloom into small red lillies. I guess they've been "in business" now for 30 years (or more? 50 yrs+?) and have moved to 4 different yards! Anyhow, they've only ever lived in South Texas.
Now they're in Eastern Washington State with me... and it's gonna get really cold this weekend, like single digits with maybe some below zeros early next week.
The Lily's have been in the ground since Sept I think, they had some green shoots on them but hopefully those are gone now (I'll go look later today).
Question: Should I dig them up for Winter? Or leave them in the Ground?
(I think they're supposed to stay in the ground over winter, right?)