Congrats on planting some grapes! They've become one of my favorite plants to grow.
I don't think you'll have too many problems with cold hardiness for the American grape varieties, as most of the varieties should be cold hardy to your zone. This webpage has some good info on a lot of different American varieties and their cold hardiness, and all of the American varieties are listed as cold hardy to at least -10 degrees F.
It's interesting how the seeded varieties are generally more cold hardy than the seedless varieties. The seeded ones also seem to be more vigorous growers from what I've seen. I'm starting to prefer the seeded varieties over the seedless varieties. I love how they aren't a genetic dead end like the seedless varieties, and the seeds can be planted to create new and better adapted varieties. Did I mention the flavor seems to be better too!
I do similar to how Joseph mentioned, as I just let the vines die if they can't survive on their own in my climate, mostly due to heat and humidity or disease here in my climate. If it isn't adapted to my area, I'd rather just grow another variety that will be vigorous, tough, and productive with little input, than spend a whole lot of time and energy trying to baby it along. Then I have time to plant even more varieties!