It may be that you have picked up a disease called “crown rot”. You can read more about it, and other peony diseases, here: http://www.missouribotanicalgarden.org/gardens-gardening/your-garden/help-for-the-home-gardener/advice-tips-resources/visual-guides/peony-problems.aspx
If they are actually bitten off then I’d suspect chipmunks or red squirrels. We have a spray called Repels-All that will keep them and other animals away.