It will depend on what part of the country you live in. If you live in one of the cooler areas, BIGDOG made an excellant post on this very topic. Go to the cold hardy section and it will be the very top thread.

Props to BIGDOG!!!! The title is "Time to store the bananas, dormant for the Winter". It tells you step by step how to store your bananas thru the winter. or you can pot them and bring them inside infront of a southern facing window. But water very very little or it will rot. Good luck