What is happening to my plants?

You are not alone. The heavy rains this year have caused a large number of plants/shrubs to have these brown spots. It's most likely due to sufficient air circulation/excessive humidity and water saturated ground. Pick up all leaf litter, so as not to spread disease.

Plants should recoup come Spring. Thin out those you can, given the short time until first frost, and finish next late winter (roses), early Spring (lavender). Fertilize next Spring with Bayer flower and rose or Bayer tree and shrub food.

Re: the harsh winter, spray peonies, roses, etc. with dormany oil/anti dessicant to protect from harsh winter winds.

Sounds like you may have fungus from the damp weather. You could try spraying with a light solution of baking soda and water. Remove any dead or spoiled leaves and put into the garbage so the disease cannot spread.

Thanks for the replies. I am so sad about my peony. But I think if what you all said about the excessive rain is true, I should be able to save the others. Thanks.

If ever I have a problem like this with my plants I take a leaf or flower to my local nursery where somebody (hopefully) qualified can identify and provide the solution. I have tried various things myself in the past but my plants have not made it.

They may also return in the spring. If the roots are strong enough, you never know.