Parsley (Petroselinum crispum) can overwinter outdoors, in a dormant state, in cold winters, with temperatures purportedly as low as -28.8 °C/-20 °F. It is a biennial that will likely go to seed the following Spring, which is fine if you want seeds for either re-sowing or culinary purposes.
Rosemary (Salvia rosmarinus, formerly Rosmarinus officinalis) is a perennial that can sometimes survive winters as low as -17.7 °C /0 °F. It grows best in a Mediterranean-type climate with a mild, wet Winter and a hot, dry summer, but it is adaptable to other climates if drainage is good and summer humidity is low to moderate.
Coriander or Cilantro (Coriandrum sativum) is an annual, though it can overwinter in areas with mild climates. This partly explains why it does not easily overwinter for you, even indoors.
In any case, place all such herbs that you are trying to overwinter indoors in a sunny, south-facing window. Water just enough to keep the soil slightly damp with partial drying before the next irrigation. if you want to grow Parsley and Cilantro to harvest during Winter you will need additional, artificial light and to be especially conscientious about supplying consistently warm temperaturese ven at night.
