Kelly,
Since it's been so dry this year, watering will need to be long and slow so that the water has a chance to soak into the ground. Another reason to go long is so that the water actually goes down more than an inch. While this may be of benefit to the fern, the azalea roots go much deeper.
For your fern, you can start by removing the really beat up and sad looking fronds. Depending on the size of your fern bed, mix up some Epsom salts in water at the rate of 1 TABLESPOON per GALLON. This will provide extra magnesium for the plants to help with that dark green color. In the spring, apply a slow release, balanced fertilizer.
Since the Christmas Fern is evergreen in this area, you should hopefully start to see new growth before the temps go and stay below freezing.