I was glad to read your post as I have the same problem. I had a jalapeño pepper plant with one pepper that was on it that was about 2 inches long. The next morning I'm out looking at the plant and the pepper is lying in the bed with bite marks on it and a chunk missing. I read some of the other replies but my plant was in a raised garden bed, about 3 1/2 ft. off the ground, so inaccessible to bunnies and it clearly had teeth marks. That same night they also pulled a romaine lettuce plant out and left the root exposed. I was leaning towards a raccoon as it happened at night or maybe a squirrel? Whoever it was returned and polished off the rest of the pepper a few days later.