There are quite a few aquatic Utrics which survive cold winters by forming a winter-resting bud, or turion, that could be grown outside in Ohio. U. vulgaris or U. australismight be good ones to try, or some of the native US aquatics. There are not many frost-hardy terrestrial Utrics, if you can find it, you could try the alpine form of U. dichotoma, also known as U. monanthos, outside. I'm trying it outside in the UK this winter for the first time, our winters tend to be a bit milder than yours though!
Vic