Yep, do an actual voltage check. Test light needed or a voltmeter.
See if you have power and ground at the circuit board, where the bulbs connect.
If so, then check the sockets and bulbs.
If not, start with a wiring diagram and find out where you are loosing the power/ground.
But, at least from your description it sounds like you have bulbs that one after another gave up.
97 Sahara, 74 Renegade, 72 CJ5, 55 Willy's (the Beast) Boss 302, 6:34 gearing, Bose 901 speakers.
God I miss that Jeep. Forgot the kinda Jeep, 80 SX4.