All evergreen azaleas are subject to damage from winter sun, wind and cold. If unprotected by a burlap screen or other device all of the leaves can be completely dried out and killed. Scrape away a bit of the bark. If you see green cambium tissue, the azaleas are alive and will recover, but it will take some time. If the flower buds have also been seriously damaged, there may be no bloom from them this spring.