Answer to whose footprints!

Annie left the footprints.

Remember, only one triplet can be telling the truth. If Danny did it, then both Fanny and Annie are telling the truth.
If Fanny did it, then Danny is telling the truth when he says that Fanny is lying.
With Annie as the culprit, Annie is lying by claiming she is innocent, Fanny is lying by accusing Danny, and Danny is the one who is telling the truth.