Bringing the plants that are in containers into a covered area is the ideal way to protect them, otherwise covering them with sheets or stringing lit low voltage Christmas lights through them will help fend off the damage for a few nights.
Once the frost has hit though and the leaves have turned black and limp, it is best just to leave them on the plant until all threats of frost are gone - which could be a few months. Otherwise you may encourage new growth by trimming off the dead foliage and that will be damaged even more and deeper into the plant if there is another round of frost in the future.
It is best to sacrifice a few months of unsightly black foliage that will act as a shield than to lose a plant entirely. You can check the almanac for the last frost dates by zip code for your area.