Had the SAME problem in my old honda, ill bet the parking lights and license plate lights are out also? After basically tearing down my dash in that car, the problem turned out to be a bad connection to one of the harnesses that the parking light wire (the wire that has 12V+ when the headlight switch is on parking lights or headlights). After bypassing the connector (cut off the parking light wire on both ends and soldered them together), no problems.
So basically, break out the multimeter and test for 12V on that wire at the first connection you find. Just keep checking connections until you loose it. One thing you can do, is, find a place where the wire has no voltage, then supply 12V to it and see if the lights light up. If they do, then run a wire directly off the switch (if the wire directly off the switch does indeed have 12V) to the point where there is no voltage, to complete the circuit (the ghetto way). Or do it the proper way, trace the wire back up to the switch and find the bad connection. Usually if you wiggle the connector the lights will flicker on and off, theres the bad one
