When I hanged the Christmas lights early, a section didn't light up. Unlike previous years, there are no apparently faulty bulbs in the section. I searched the web for short cuts and I found it - beepers. Those electric current detectors that you are supposed to use before drilling anything on the walls.
I had one, but unfortunately it also detect metal at an right angle to the current detector. Basically it beeps all the time, with a lot of false positive and false negatives. But since I was well trained on this beeper, it wasn't difficult to find the faulty bulb. It's a lot faster than swapping the bulbs one by one.
Unfortunately, a neighbor's kid shake the lights after I hanged them, and turned off a whole segment. The beeper worked poorly when the lights are in place, because the bulbs aren't far apart enough, and you have little control of their position, such as next to some metals.
Also, as I found out later, when multiple bulbs are loose from their socket, it's a nightmare.
So I took out the good old multimeter. After some thought I found a way to do it, better than swapping bulbs, and better than beepers, unless your beeper is high quality and the light bulbs are not close together.
First, set the meter to >120V (or 240V), wear insulated glove if you need to. Took off the bulb in question from it's socket. Probe one contact in the socket, and probe one prong of the main plug to the whole light chain. There are only 4 possibilities, one will give you a reading if the socket and the chain up to the socket is normal. That's how to find faulty bulbs or lose sockets. You don't need to swap all the 4 possibilities. After you get the reading for a working socket, the probe on the main plug don't need to change, and the other probe just follow the direction of wiring.
You can also do a continuity test instead of a live test, but it's less fun without the bulbs lighting up. I can be more formal about it, but I doubt if there's anything to simplify, and that Christmas is already over.