You can use a multimeter to check if a bulb is out in a string of Christmas lights. Set the multimeter to the resistance setting and touch the probes to the wires leading to the bulb. If the bulb is working properly, you should see a reading on the multimeter screen. If the bulb is not working, the reading will be zero. You can also check individual bulbs by testing them with the multimeter separately. Just remove the bulb from the socket and touch the probes to the two metal parts of the bulb.