I have a sample of 72 individuals. 0 of these had the trait I'm investigating. How do I calculate the 95% CI when the proportion is 0%?
The presumption is that the trait is possible, just not observed. So, sensible methods will give lower limits that are 0 and upper limits that are positive, depending on the exact assumptions.
Most good software will do this for you, but different methods will give different results.
With 0/72 observed, my favourite software gives upper 95% limits for the observed proportion that are variously .0499441, .0506512, .0341694, .0606849, depending on which method you use. This may seem surprising, but very competent statisticians disagree on how best to formulate the problem.
An excellent survey is
Brown, L. D., T. T. Cai, and A. DasGupta. 2001. Interval estimation for a binomial proportion. Statistical Science 16: 101-133.
If the trait is impossible, your confidence limits are identically zero.