Have you actually checked the dryness of the rootball, by sticking a finger down into it? It MAY be that for some reason, the water is running off the rootball, or is migrating too rapidly into the surrounding soil, leaving the roots lacking water. Unless you got all the shrubs from one grower (not nursery, unless they grow all their own shrubs) there's no telling how the "soil" mixture that was used in the pot for this smokebush that may be differing from the mixture for the others. I would first check that. If it is dry, then really soak it, above and beyond the 1" used for the others, and then keep it moist until your ground freezes - NOT on a schedule, but after checking with a finger or pointed stick to see if it is moist/cool down about 2" - if dry, water, if moist, wait.

I would also do a "scratch test" on a couple of branches - lightly scrape at the bark - if the cambium layer, just under the bark, is still green, then the plant is alive. If kept watered, through the rest of this year and through the next year as well, then it should leaf out fine come spring - it responded to a lack of water by going dormant early.

If the cambium is brown/wood colored, then that branch is dead from the tip to at least that point. Keep testing until you find green cambium. Water and wait for spring. If you can keep the roots alive, then there is a good chance that you will get shoots from them come spring. They may be late, so don't give up too early.

I have a few smoke bushes.
If you planted it last fall, it rooted in nicely, they grow through November.
You said it was a nice size bush, then it leafed out good and grew this summer just fine.
Smoke bush does NOT need to be watered hardly at all!
They are drought resistant shrubs and trees.
Check to see if the ground down at the roots is moist at all, and if it is, STOP watering it!
They grow deep roots and suffer badly when the soil around their roots stay too moist.
They are recomended for dry areas.
They don't need to be watered every week like your other shrubs.
Don't fertilize it either. Ever.
They love poor rocky soil.
They also love the sun and can stand up to your heat in your zone.
My smoke bushes thrive in sun from sunup to sun down and believe me, it can get real hot here in PA.
I don't go out of my way to water them unless we haven't had rain in at least 3 consecutive weeks and it is real hot.
They are also very tough.
It will be fine.
Good Luck with your smoke bush.
What kind is it?
I have a Grace and a Royal Purple.

True, the effects of too much water on plants can look very like the effects of too little water.

Butterfly4u is right that you should also check to see if the shrub is getting too much water, and if it is, either STOP the watering in that area, or take steps to amend the drainage in that area so it doesn't stay too wet. Too wet is harder for plants to recover from than too dry - roots rot and don't revive. It may be that the smoke bush won't recover, so you should, if unhappily it doesn't come back in the spring, chose its (possible) replacement with thought to the amount of moisture it will need and get.

I have 2, planted this late spring in full sun, which they seem to be surviving well, so I don't think the amount of sun is a factor.

It could also be something else. I've seen a number of Cotinus suffering/dead from verticillium wilt in my area.

mine died literally overnight ~~ well, ok, *maybe* i hadn't notice it for 2 or 3 days ~~ but it was truly shockingly fast ~~ verticillium wilt ~~ nothing else around it died, thank goodness ~~