I have the same problem with rabbits, Tim. Leave the lilies in place as the leaves that remain will feed the bulb so that it will flower again next year. There are various animal repellant granules you can use to sprinkle around the lilies they are going after. These work OK for me. Any garden center will have them. I find that lilies up to about 9" tall are prey for rabbits. Once they get taller than this the rabbits leave them alone. But just like yours mine get chomped when they are 4" - 6" tall.
