So you are getting no current at the fuses on both sides or is it just one side? If it's on one side - make sure that the key is on and the switch for the lights is on then try again and see if its 11-12 volts. If still nothing, then pull the fuse to see if it's blown. If it is and when you replace it the fuse blows again, check your fog wiring and be sure that it's not grounding out or shorting out anywhere. If you get voltage on both sides, and no lighting, your problem is upstream. Either bad bulbs or a break in the wiring somewhere. Also, the foglights are pretty much tied together, so if one has a electrical problem, the other goes out. But, that doesn't mean both your fog lights didn't burn out. Now your headlight, do that the same way - but I believe these are tied in sequence as well, so you should just have a blown bulb if your getting voltage at the fuse panel on the side of the dash. Hope that helps!
-Drew