A long, long time ago there was a great Design Idea for a simple gadget to find a bad bulb in a series-connected string of Christmas lights:
This is really simple and works great, but it exposes the user to potentially lethal line voltages. The PROBE in the figure above is inserted into the light bulb bases, so there is a good chance that you could be touching a part of the probe, while the probe is touching line voltage.
This Design Idea is a modernized LED version of that one. The light string is still plugged into an outlet, but that outlet is connected to a 9V battery, not the AC line. Otherwise, the operation is the same as the neon bulb version: you use the probe to search for the open bulb in the string. On one side of a dead bulb, the red LED will glow, and on the other side, the green LED will glow. By probing your way back and forth, you can quickly get to the bad bulb.
A bonus feature of this circuit is that when the string has been repaired, the yellow LED will glow, letting you know that youβre done.
For more detail: Bad-bulb finder fixes Christmas lights