Use a DVOM set to DC volts and leave the black probe on the battery ground. Turn the light switch on, then check for available 12V at both end of the fuses (don't just pull and look at them). Then check for voltage at an unplugged light socket. If you have available voltage all the way to the bulb socket, then the problem is either the bulb(s) or the path to ground.
Since none of the lights work, I would look carefully at things that could/would affect the entire system (poor common grounds, bad ground strap, bad power feed to fuses, bad switch etc). It is possible every single bulb is burned out, so check the unplugged resistance of a few of them to make sure you have normal ohm readings.
Is there anything else electrical that doesn't work?
Report back with what you find.