Yep. Hot peppers are perennials:
This is one of last year’s cayenne peppers, returning from the ground after multiple winter freezes. I tried to protect the tops without much luck… but 2 out of 4 came back. This picture was taken a few weeks ago – the plant is blooming now.
If you keep them in pots and bring them in now and again (in areas that frost), they’ll stay alive for years with a little care. The bell peppers aren’t as hardy though. They’re basically a one-year pepper.
Down in Ft. Lauderdale, I kept a habenero alive for a long time… and got way too many peppers off it. I dunno about you, but I can’t find use for more than a few of those babies at a time. Yowch.