It's probably also a bit of transplant shock too, keep them in a some what shady area for a few days to a week, until they perk back up. They'll be fine, just give them some time and make sure you don overwater, and make sure to keep them well fed... Nutrients are used up and or wash out of containers quickly. Search out the container gardening forum for any of tapla's posts, he has excellent potting mix recipes and fertigation tips...his 5-1-1 mix is excellent for growing peppers and other annual veggies in containers. Not that I think you should transplant that one, just for your future growing endeavors. :)

It's the corn earworm that gets into my peppers, but your holes look different.

The holes are done by chewing insects that are probably long gone. The crinkled leaves are caused by the sucking of the plant juices by the transparent insects, aphids. Smash them with your fingers or spray the underside of the leaves with a jet spray of water to wash them away.

do not believe that it is a goner yet, as long as it is not a shriveled brown stick it has a chance of survival, @ one point 2 of my habaneros were nothing more than 6" green sticks, all the leaves had fallen off and the tops were starting to wilt( problem w/ impropper drainage and too much rain, I replanted them in free draining soil in buckets w/ many drainage holes in the bottom and now they are out performing any of my other habs, as they say it aint over til the fat lady sings, and Im telling you that w/ the right soil and some tlc, there may be no arias (operatic solos) in your future. dig up the plant you think is a goner, put it in a nice free draining soil in a 3-5 pot or bucket, water lightly, and in a week and a half or so hit it w/ some low grade fertilizer, thanks to smoke and others like greenman, I have found that using a mix of bark, simple potting soil, and either pumice, turface, large chunk vermiculite or perlite, drains very freely, and keep them happy, also fish emulsion and seaweed extract, work great in combination to provide a nice balance of nutrients, and if u make it to the flowering stage, when ur peppers set, a nice calcium and magnesium supplement, will help u get nice big pods, that ripen at a good rate, now u may take this advice however u choose, but being that I am in western nc and you are in east tennesee we have nearly identical climates and growing conditions, so what works for me should work for you, best of luck to you coy, paul