Thanks for writing. In your area if you want reliable blooms from mophead hydrangeas, you'll want to look at reblooming series such as Endless Summer, Let's Dance, or Forever and Ever --- in your Zone 5 garden, it's common for old-fashioned mophead flowers to freeze out and die over winter.
Otherwise, you can also try moving them to a more protected spot in your landscape where they might not get as cold during the winter. For instance, some gardeners have been known to wrap their hydrangeas in burlap and leaves to help insulate them.
---Justin, Senior Garden Editor, BHG.com