There are a few different options for why the power has failed to the lights but no fuses have tripped. First of all you would need a qualified electrician to inspect the installation and testing of the lights would be necessary. One of the outcomes may be a faulty MCB fuse. There may be a loose connection at the first point of termination (light fitting, junction box or switch) or in some cases the power for the lights may have been taken from the socket circuit (normally in extensions) and there may be a small fused unit (that is the same size as a light switch but has a fuse only). If a light bulb blows with some force it can blow the fuse in the fuse unit.
I would highly recommend contacting a registered electrician to inspect the issue you have as it could be one of the issues mentioned but may need specialists testing equipment.