The first time this happened to me was a couple of winters ago-really freaked me out because there was a bloody patch in the snow and it looked like someone had been seriously injured. I still don't know what happened, but one of my girls had broken the nail off almost at the base, and there was a lot of blood. This all happened right at "bedtime," so I was able to catch her, dipped her toe in a little flour, which has some blood stop properties, and set her on the roost. By the morning she was fine, there was no blood on the roost so it stopped pretty quickly. The nail did take a while to regrow, but she had no longterm ill effects.
I would say if it's not actively spouting blood, you probably don't have to worry too much about it. If you have a lot of mud around, you might want to keep an eye on it to be sure it's as clean as possible and not looking like it's getting infected- maybe that's as simple as rinsing it with some betadine and/or applying some Vetricyn spray at night before she goes to the roost.
Feel free to post pictures here, people might give you more specific advice.