You've got squash vine borer, and believe it or not, removing them by hand is the best way to save your zucchini vines. Check the plants daily for the first signs of a borer. When you start to notice the wilting, slice the length of stem with a thin paring knife until you find the intruder. Jab it out with the knife or with a thin piece of wire. Shallowly bury the damaged stem and water the entire area thoroughly. The plant may be able to heal from its wound, send out more roots, and recover.