We illustrate the existence of single-excitation bound states for propagating photons interacting with $N$ two-level atoms. These bound states can be calculated from an effective spin model, and their existence relies on dissipation in the system. The appearance of these bound states is in a one-to-one correspondence with zeros in the single-photon transmission and with divergent bunching in the second-order photon-photon correlation function. We also formulate a dissipative version of Levinsons theorem for this system by looking at the relation between the number of bound states and the winding number of the transmission phases. This theorem allows a direct experimental measurement of the number of bound states using the measured transmission phases.