Your plants look great to me. That leaf looks like it might have gotten whacked against the stake there, not like anything is attacking it. Get it staked up though before it escapes!! (i see a nice flower on the vine trying to get away!)
That's an absolutely beautiful plant. No problems whatsoever.
Broadening the discussion a little bit, a healthy ecosystem is filled with life. That life is sustained by eating stuff --- and sometimes it eats stuff that you don't want it to eat. Insects of all kinds will populate a healthy ecosystem. There will be bad bugs who eat your cucumber vine, and lots of good bugs who eat the bad bugs. There is a war taking place out there in the garden, and from the looks of that picture, the good guys are winning. What can you do to help them?
1. Always keep in mind the bigger picture -- not just the little bit of insect predation on your cucumber vine, but the larger ecosystem in which it grows. The longer you do this, and the more you read about permaculture (this board is the best source on the internet), the more you'll find yourself naturally thinking about the soil, the web of life that your garden supports, and even stuff like microbes and fungi. Yes, something is eating your vine. That's a GOOD thing. Life! It shows you that life is returning to your garden space.
2. Never, never, NEVER use insecticide. Bad critters like aphids can reproduce to full adults in less than 10 days. A ladybug, the natural predator of the aphid, takes 60 days to grow to adulthood. Thus, if you spray to kill aphids, you're also wiping out the lady bugs. Tell me, which will come back sooner? You'll get a 2-week reprieve from the aphids, after which they will come back into a vacuum and have no lady bugs (or spiders, or praying mantis, or . . .) to eat them. In the mid-term and long-term, spraying insecticide is a fools errand.
3. Diversity is critically important. Nature hates a monoculture. Permaculture mimics nature. The more diversity you have throughout your garden, the greater number of insects will call it home. Garden beds should be mixed with a variety of companion plants. The ground should never be bare, but covered with a wide mix of flowers, veggies, herbs and support species plants (like comfrey). There are a number of great web-sites that discuss food sources for various beneficial insects, but in general, the more plants you can have growing throughout your garden, the more likely you'll find the good guys there to battle the bad guys.
4. Think about insect habitat. Leaving old plants lying about the garden is an OK thing, particularly through the non-growing season when insects need places to over-winter. Don't clean everything up to leave a spotless desert. Not all weeds are noxious enemies, and not all compost needs to be quickly turned and "managed". Piles of branches and old vines are a great habitat for lizards and for bugs to lay their eggs. Leaves are meant to be left on the ground—that's why they are called "leave".
Enjoy those cucumbers! Nothing better in the summer than a crisp cucumber right out of the garden, sliced, a little chopped red onion, a little chopped fresh basil, a handful of cherry tomatoes sliced in half, a pinch of salt and a splash of red wine vinegar.
"The rule of no realm is mine. But all worthy things that are in peril as the world now stands, these are my care. And for my part, I shall not wholly fail in my task if anything that passes through this night can still grow fairer or bear fruit and flower again in days to come. For I too am a steward. Did you not know?" Gandolf