I noticed this today:



One segment of a new shoot appears withered and collapsed.
What could have caused this?

I really doubt that the wind alone can do that.

It looks like your bamboo is short on energy which is pretty common with juvenile plantings, especially if there was significant leaf burn on the previous year's culms since the plant can't continue its photosynthesis through shooting season. If that's not your only shoot, it should be OK.

What species is it? phyllostachys nuda?

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http://stevespeonygarden.blogspot.com/

Like Steve said, it could be just aborted for the plant's own reasons, but it looks more like the results I had last year of earwig damage. They congregate behind the culm sheaths and gnaw all the way around the soft new shoot just above the node, and it gets mushy at that spot and withers and collapses. When a culm is naturally aborting, it seems to be less localized to a pinpoint, and more a unified whole length wilt, at first. Then it falls off at a particular node. When its earwigs, there's a mush and wither just above one node, or several, with the top ends of the same internodes staying healthy looking. The part that's grown past the sheath, they leave alone. They just gnaw from inside the covering. I hate earwigs.