Linda, different lilies require different care. Since you don't know the name, but you have had success in the past I would continue to care for it as you have before. If you cut off the leaves the plant will not be able to feed itself. I suggest you take a picture of it and take it to your local garden center for ID. Once you know what kind of lily you have you can google for more info on its care. Happy Yardening Nancy.
How To Care For Lily In Winter
Question From: L. Goldman - ILLINOIS
Q: I have a huge Lily plant I purchased at the Chicago garden show two years ago. I grew it from a huge bulb. It blooms only once during the summer. A big white bloom smells divine like a Plumeria, and lasts for three days. The bulb is huge and produces very strong tall, large thick leaves. Should I store the bulb in my garage in mulch and cut off the greenery? Or should I just keep this giant plant in the house and let it grow though the winter? If I cut the leaves off is it okay to cut them when they are so big and healthy? Thank you for having this service. Linda I don't know the Lily's name