Ever catch one/them in the act? Marigolds repel most pests, but sometimes slugs or the Painted Lady larvae will eat Marigolds.
You may want to do a midnight raid to see what is going on.

Leafhead....name ONE pest that marigolds repel, other than nematodes.

Matt, some of your possible culprits for defoliating include earwigs, sowbugs or pillbugs, slugs, caterpillars of many kinds, beetles. Most of these can be discovered after dark, if you search with a flashlight. Damp conditions can also encourage these critters to come out.

Matthew,
I actually plant marigolds around the gardens to repel leaf eating or disease-causing insects/bugs. If you search, you will actually find 'recipes' using marigold flowers and leaves to use as a 'natural spray' for plants.
p.s. Do you have any tomato plants nearby? Could it be a tomato horn worm from them?

i do have tomatoes nearby and I will check at night as well

You might very well find hornworms on the tomatoes, but not the marigolds. Let us know what you discover!

Had the same problem with my marigolds ... lovely plants were reduced to bare sticks overnight. A trip outside after dark with a flashlight revealed that they were being destroyed by snails.