Depending where you live, yes. I am in Zone 9 and have never dug them up. If you live in a colder zone, here is what to do.
I leave mine in the ground.
Hi Denise. In the Fall, after your first frost, cut your Canna lilies down to 1 or 2 inches above the dirt. Leave the roots intact. You should cover with mulch or even cardboard to protect from harsh winter. Good luck Denise.
Naomie is right, of course. As long as the lilies are planted in well-drained beds, in the warm zones, the bulbs should stay in the ground and they will spread and come back every year. Caladiums (sp?) are just as resilient. Best wishes. Jewell