There is a good chance that the earth connection to the headlamp unit, and bulbs, has corroded somewhere. I'd usually fix a temporary wire to the car bodywork or battery negative terminal and touch it onto the bulb metal part to see if it comes back to life. Beware though - if you touch this wire to the bulb terminals themselves you'll get a spark and blow a fuse! The bulb has 3 connection terminals - one for the high beam, one for the dip beam and the other is the earth.
John, January 2008