There are several species of caterpillar, sawfly larva and similar pests that attack the leaves of deciiduous azaleas, especially the newly emerged ones. there are several pesticides, including organic ones like Bt and spinosad, that can be used for control. Damage is already done for this year nd it's doubtful if any sort of pruning will help.

Thank you. I want to know what they were since I don't like to use stuff indiscriminately. If it is sawfly then Bt won't work, right? Any suggestions for where to go for mugshots?

Bt is not effective on sawfly larva but spinosad is. Not sure there is anywhere you'll find photos of all the possible culprits, but a product containing spinosad ought to be effective on just about anything you're likely to have encountered in NY. You can also check the undersides of remaining leaves for any eggs and remove them by hand. Next year, spraying with Bt or spinosad before damage occurs would be advisable.

Sounds like a plan! MANY THANKS! Spinosad it shall be. D'you think I wil be able to use that on Pine Sawflies that chomped up a Dwarf Mugho Pine?

Spinosad should be effective against pine sawfly larva. Needled evergreens are always more difficult to treat because complete coverage is harder than on plants with broader leaves so may take more then one application. BTW, more products with spinosad as the active ingredient seem to be appearing. Captain Jack's from Bonide is one and seems to be widely available.