Looks like they dried out but it is usually difficult to tell how/if this has dried out the roots as well. If the roots are ok, you may get new growth now or next year.

Make sure you maintain the soil EVENLY moist, as best as you can. Cycles of wet and dry are not good since they may dry out the root ball. Apply 3-4" of mulch up to the drip line or about one foot away from the base/crown. This will reduce the need to water often. Talking about that, insert a finger to a depth of 4" near the base of the shrub. Do this daily in order to see if it feels dry, moist or wet. If it feels almost dry or dry then give the plant about 1g of water. When you do this, make a note on a wall calendar. After two weeks, review the notes on the calendar and determine the frequency of waterings. That is, determine if you had to water every 2/3/4/5 days. Then set your sprinkler or drip irrigation to water 1 gallon on the same frequency.

If the area is windy, it may dry out the shrub so use a wind breaqk or consider transplanting to a less windy location during Fall (but before the ground starts to freeze/thaw).

Do not fertilize it until it gets new growth and then do it next year. The plant is suffering from transplant shock and is also stressed at a minumum. New hydrangeas are sold with fertilizer pellets that will provide food for this year. Feed it in June 2011... about 1 cup of manure, compost or cottonseed meal. You can also use a general purpose slow-release chemical fertilizer with a NPK Ratio of 10-10-10 (or similar). Thta would be it for the whole year. You can also add some coffee grounds, liquid seaweed or liquid fish after the average last frost date for your area but before July. Stopping all fertilizers in July minimizes the chances of growth being zapped when fall/winter arrives (the plant should be getting ready to go dormant as it should).

Do not panic if there is no growth this year. Wait until mid-May 2011.