If you have one of the hardier bananas, you can winter them over in the ground. (Do you know the variety name?). After first frost, the leaves will freeze, turn brown and die. Wait till harder frosts turn the pseudostem to mush. After the pseudostem is totally frozen, cut the stalk down to within a few inches of the ground. Pile a foot or more of loose, dry leaves over the stem and a foot beyond in all directions. Dry oak leaves or even straw are excellent. On top of this place an old blanket, sheet, or insulating garden fabric. Anchor each corner. You may also pile more leaves on top of the blanket.
You could also dig down at the outer edge of the clump and remove one of the smaller suckers (if it has any) with roots attached to bring indoors overwinter.