I have had that happen to marigolds, too. I finally caught the culprit in the act, it was a bird. I think it was was in the swallow family. It 'snipped' the flower with it's beak, tried to pick it up, couldn't, and moved to the next flower.

My neighbors must of thought I was crazy for a while. Whenever I saw that stupid bird I would burst out of my house and chase it away. It finally got the message and didn't return (but it took about a week to do so).

Thanks so much for your input, that sounds like my culprit, we have lots of bird feeders n tons of birds!! I would of like to seen one in the act- it actually sounds hilarious!! It must of given up, cause it doesn't happen any more...