Start with replacing the fuses. Head lights left and right (as well as high and low) are all on separate circuits. Not sure how the fogs come in to play, but I'd start there. With the intermitent history, then going out completely, I'd suspect a fuse that was on it's way out, and finally finished the trip.
D'OH, just dawned on me the CD (I'm assuming the CD since you posted in the diesel forum
) only has one light each side (dual fillament), might be the high/low are still one separate circuits though.
__________________
Mike Tangas
'73 280SEL 4.5 (9/72)- RIP
Only 8,173 units built from 5/71 thru 11/72
'02 CLK320 Cabriolet - wifey's mid-life crisis
2012 VW Jetta Sportwagon TDI...at least its a diesel
Non illegitemae carborundum.