Could be transplant shock, root stock damage, etc, let them be for a while,
and water conservatively, to much is not a good thing. Then again, you
could have let the roots dry out on the last one, hard to tell without
knowing, or seeing, the details.
You don't say the size of these trees... were they transported in an
open vehicle? How were they transported to your planting area... if
only one lost all its leaves in so short a time it's probably from
wind damage during transport, that one tree was probably not as well
protected. Give it about a month and new leaves should appear, but
they will look stunted, next year's leaves should look normal. A deep
watering once a week is plenty, a light watering every two-three days
does more harm than good.
Yesterday I planted a Colorado spruce "Fat Albert", I've another to
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