The fuse for that circuit is in amongst the fuses next to the driver's right knee. If you're 100% sure that the fuse is fine, then the next thing to check is the switch, the contacts for which are in the base of the RH stalk in the steering column. Fiddle with the switch and see if you're getting intermittent contact - if so then you need to pull it apart and clean the contacts. Another option, have you made any changes to any of the wiring at all/replaced the radio/anything to do with electricity in the lead up to this occurring? The illumination circuit is universal for the whole car and reaches into every corner of it so if you get it shorting anywhere, the whole system will go out (probably and hopefully accompanied by a blown fuse but not always).