Ask Mr. Smarty Plants

No, you don't ever remove all the leaves, unless they're dead. The leaves on any plant are their manufacturing plants, making the food on which the plant lives. What you are probably thinking of is pruning back some of the branches on the plant when it is transplanted. If you had to cut or prune back some of the roots to get it out of the ground or the pot it had been growing in, then you will need to prune it a little more. Most plants will do better if they are pruned back about a third when they are transplanted. The important thing is to keep the liquids flowing through that plant. Don't leave it out of the pot or out of the ground a minute longer than you have to. Try to work early in the morning or late in the evening when the drying effects of the sun won't be quite so severe. Get the plant in the hole, get the dirt back around it, and then push a hose nozzle down into the soft soil. Turn the water on just a tiny drip and let it run until you can see the water. Turn it off, let it soak and settle, and then run some more water in the same way. A new plant, especially trees and shrubs, will need this kind of watering every couple of days until they have gotten settled in. All this is to prevent transplant shock. A newly transplanted plant can simply shrivel and die if there has been too much damage done to the roots or if too much top growth was left for the roots to get water to.

Here is a good article from The Gardener's Network on Transplanting Bushes, Shrubs and Trees.