<Try grounding the circuit on a body part and see if the light works.>
I highly recommend AGAINST trying the above. If you were to ground a wire connected to a 'hot' circuit, the very best you would do is add a blown fuse somewhere to the list of problems.
Just follow the suggestions of looking for a broken wire. Note that under any conditions where a light SHOULD be on, that circuit should also have power and can accidentally be shorted out.