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Couple of ideas;
1. The bulb holder / connections could be corroded, try cleaning with some abrasive paper
2. There might be a fuse that's blown, although if that's for both headlights it probably isn't that.
Hope that helps.
It could be the wiring I guess, which you would need to test the continuity of with a meter, but I don't really have any specific ideas, so rather than having a call it's probably best if I opt out in case another Expert can help you.