High beams still work, and so do the daylight driving lamps. But the low beams don't work.
I put a new bulb in the passenger side, and it didn't work. I checked the bulb I just pulled with a multimeter for continuity, and it checked good.
I swapped it into the driver's side, and it didn't light.

I checked the driver's side bulb that I had just removed, and it was bad.

I checked fuses, in #23 and 24. They both checked bad, so I replaced them with good ones.
My multimeter failed because it was too cold! It just turned off!

Back inside the house, one of the two fuses, checked out ok, so I don't know where the bad fuse was, #23, or 24.

I swapped out the H/L relay that was next to the A/C relay, with the A./C relay to no avail.
There was a second H/L relay that I swapped it with the one marked tail.

What's my next step?

 

I plan to pull the switch on Friday when it is above freezing outside. I'll try testing it, and if possible cleaning the contacts.

I found this link on how to remove it.
How to remove light switch CX5

 

Fuses don't blow without some underlying reason, and I don't believe the switch would be it, unless it had a melt down. One other test you can try is check the voltage and ground at the bulb sockets, with the switch at the various positions.

 

Thanks for the suggestion. I thought that it might be a ground issue, but figured that it is probable that the low beams use the same ground as the high beams, and perhaps the fog lights, and both of those work.

 

Today I discovered two more blown fuses!
Apparently there are four for the headlights.

I think what happened is that when the bulb burnt out it created a short and blew it's two fuses, when the other bulb blew, it also shorted and blew its two fuses.

I replaced the bulb that I thought was good with a new one, and replaced the fuse, and whalla I have headlights again.

 

Let there be light and there was...

 

IM having the same problem last night both low beam went out.. what position number of fuses you replaced

 

You've very unwise to post with your full e mail address showing on a public forum!

 

Your owner's manual will tell you that info.
As Geluk posted it is advisable you don't use your actual email as your username.
You should change it immediately even though it may be too late.