were they planted in full sun or shade? how much watering did they get?

break a few small branches off and if they're brown and dried, then go further towards the center and if its the same then they're prob dead. if still green then they are the deciduous type and should be ok.

Is this a time when azaleas in your area (Zone 6) leaf out or is it too early? Mine do not necessarily leaf out in sync with each other. I still have some that have not leafed out and I am in Zone 7b/8a.

You didn't give us much information to go on. Are these evergreen or deciduous azaleas? Nursery stock or florist types?

There's no need to break stems to check for life - make a little scratch or scraping on the bark with a fingernail and see if there is evidence of live tissue underneath...

(If you do find they are gone, you may want to come back here and tell us more about what they were, how they were planted so we could give you suggestions as to why they may have failed.)

All azaleas tend to loose their leaves. Deciduous azaleas loose their leaves every fall and get new ones around May some time.

Evergreen azaleas have dimorphic leaves, known as spring and summer leaves. The spring leaves unfold at the beginning of the growing season and are dropped in autumn. Summer leaves emerge in early summer and are smaller, thicker, darker, and more leathery than spring leaves. They remain on the plant during the dormant period and drop in the spring, however, summer leaves may persist for several years in warm climates. Some "evergreen" azaleas are deciduous in colder climates. Sometimes this is called being semievergreen.

Wait until mid May for signs of life. It is good that they don't break dormancy before our last chance of frost.