Its the old wiring harness issue. You have 4 points of failure: Fuse or block, switch, plug and bulb, or the wires themselves.
Fuse is simple, just swap a new one in to test. Takes a few seconds. After that, it gets harder.
It turns into testing for voltage at different spots. I would open the switch first though and check it out. These switches are simple but still fail. It is a metal ball the rides on copper plates. This ball can flatten out and fall out and once that happens, switch won't work. The plates could also be really dirty. So, clean that thing first and makes sure the ball and the spring behind it are still there. Heck, it needs to be done anyways if you have never done it before.
After that, if still no joy, then it is testing for voltage at various spots such as before and after the fuse block.
It also wouldn't hurt to hook a couple wires directly to the bulb while it is out. Just to make sure. Could be as simple as a bad bulb though they rarely lose both hi and lo at the same time.
And as always, check those grounds. A bad ground can be a bastard to chase down sometimes.
The ride IS the adventure. The destination is just to get gas!