Yes, they will go deeper. Sometimes I think the advertised frequency response of some speakers is just creative license. Saw an advertised rating of 40 Hz - 3dB for a sealed monitor with a 6.5" woofer. Don't think so. 60 or 70 maybe, but that doesn't sell speakers. Doesn't mean that speaker has poor bass, just a gradual roll-off and I would expect good transient response (tight bass). Some driver/box combinations have a steep roll-off and impedance curves going into the lowest frequencies.
Frequency Response?
If a speaker is rated down to a given frequency response (say 40 hz), wouldn't that suggest that 40 hz is about as low as the given driver is capable of reproducing, not accounting for roll off? When taking roll off into concideration, will the driver continue to attempt to reproduce frequencies infinately below the given 40 hz, or is there a point that it is just incapible so it doesn't? What I am asking is, Will a driver designed and constructed to play down to 40 hz even attempt to reproduce a 20 hz signal? I want answers!