Just one light or all of 'em?

If it's just the one, I'd use a multimeter to see if you've got voltage when the light it suppose to be on.  If no voltage... then I'd stick to useing a multimeter and check and see if your line is grounding out.  (Use an ohm meter with car off, connect the ground terminal to the chassis and use the positive terminal to check the positive lead of the light socket.  If you get little resistance it likely means the wire is grounding out somewhere)

Granted I hate dealing with electrical problems, so likely someone else will have a better idea.

dude this is an easy one and a common problem with the f line up. In the rear above the spare tire is a factory splice for the rear harness (used for tail lights and trailering harness ) drop the spare tire and peel open the harness...look for the red wire with a blue tracer...the way the harness loops under the vehicle water sits in the loom around the harness...the wire is usually corroded severly if not broken...repair as necessary....hopefully this helps

larry is right i used to work at a ford dealer and we saw this a bunch of times...if you pull it back and don't find the wire broken or corrodied, then the next step which is more and more comon, you need to pull out the distribution box..aka. fuse box. and look for the green wire with a blue chase... they seem to be getting corrodid at the bottom of the box..

both are very easy to find and repair...