As Jerry said, always start at the end of the circuit and work backwards.
Many years ago when I was working as a Jaguar mechanic, a customer dropped off a car for work and also told the desk the headlights didn't work.
The style of the day was the 4 headlight look.
Sure enough nothing. Checked the fuses and quickly swapped out the 2 relays, nothing. All of the light controls were in a very complicated set of stalk switches on the column. Sitting in the car contemplating the big job ahead I flipped the high beam paddle and noticed the high beam indicator lit.
Went to the front and checked a headlight plug - Power.
What the customer failed to say was the bulbs had burned out one at a time over a period of time. He was too busy to bring it in until the last one failed. 6 filaments in 4 bulbs .
He had used his fog lamps at the end to get home.
