Most likely slugs or caterpillars. If it's caterpillars you will see the "frass" (droppings, little greenish brown pellets) below the are that's been eaten. If it's slugs they emerge from soil at night and climb the stems. Both eat the leaves along the edges as the pepper plants show. Go out after dark with a flashlight or very early in the morning and you should see the creature that's doing it.
Slugs are hard to control. Unlike a caterpillar, which only eats a few months and then becomes a butterfly or moth, slugs will eat through the entire season, proliferating as the season progresses. Removing pests by hand, though tedious, can control them to acceptable levels. Other methods for slug control are to make a beer trap (look it up online) and to surround the plant stems at the soil level with steel wool. Diligence will be required.