Azaleas are turning brown Why????

Sadly, it's probably yet more frost damage - i guess you had some too. So many plants have been affected over here. Obviously you can cut out the really dead pieces, but don't prune them much as you'll lose any flowers they are making.

Are they in enough shade?

Are the azaleas in a position where they get caught by strong winds? If so, windburn could be a contributory factor.