Curtis,
Get a wiring diagram and a multimeter. Test the voltage at the input to the fuse. Make sure the fuse is OK by checking the voltage on the output of the fuse. Check the voltage at the light socket. Check the grounding at the light socket. Check the voltages on the relay. Check the bulbs. In short (no pun) start at the source and work your way to the destination. Or start at each end and work your way to the relay. 90% of electrical problems are bad connections, 90% of bad connections are poor grounds. If your harness is original look for chafing, kinks and pinched wires.
Hope this helps.