Try googling botrytis and see if that fits what you are experiencing. Excessively rainy, cold weather can encourage it.
Flora

Great suggestion but thats not what im seeing. Im going to continue Googling tho, why didnt i think of that? Thanks!

please post what you find out. mine are first year. so they are drooping from the weight of the flower. but they are also wilting now. but, we have not had rain this week. i was just happy to get a bloom. next year we will stake them.

The exact same thing is happening to my recently planted Gay Paree peony - a section has wilted ...

I'd post this on the peony forum, with pictures. That would be a great place to get answers!

After much Googlying i have to go with the botyrtis thought. I did slip over to the peony site and pics there arent exactly what i see but i dont see anything else that it may be.So will it kill it off completly or is it just a this year prob?