There are few things people find more frustrating around the holiday season than putting up all of their Christmas lights, plugging them in, and having absolutely nothing happen. Many older Christmas lights are wired in series, which means that if even a single bulb goes out, the whole strand will not light. If you want to fix your lights, you have to find the guilty bulb.
Save spare lightbulbs and fuses. Most Christmas lights come with an extra light bulb or two as well as a fuse.
Check that the lights are plugged in and the switch is on. After that, go down in the basement and check on your circuit breaker or fuse box. It may sound obvious, but it is easy to jump to conclusions when the Christmas lights go out and not notice such a simple problem.
Unplug all the strands of Christmas lights, if you have multiple strands attached in series.
Test each individual strand by plugging it in to see that it lights up. If your faulty lights on the exterior of the house, use an extension cord to test each strand. In all likelihood, only one strand is out and the rest will be fine. If none of them light up, there is a problem with your power source and not your lights.
Take the faulty strand down and open the plug. Most Christmas lights have a fuse inside. Replace it with your spare fuse and plug it in. If it still doesn't work and the old fuse looks clear inside, but it back in and save the new fuse.
Make sure that the strand is intact. If there are any tears in the cord, throw it out.
Make sure that every lightbulb is pressed firmly into its socket. On older Christmas lights, the strand will not work if any lights pull out. Plug it in and try again.
Replace any broken bulbs with your spare bulb. If none of them are broken, you need to go through and test each socket by hand. Pull out the first bulb and put in your spare. If it doesn't light, put the first bulb back in and try your spare bulb on the second socket. Repeat until the Christmas lights go on.