All the interior lights get 12V via fuse #2 located in the fuse holder on the drivers side of the console. Click here for the location of fuses.

They are controlled by the BCM (body control/computer module). The BCM gets information from....the door switched, the keyless remote, and headlight switch assembly.

The BCM then grounds the "courtesy light relay" coil (inside the relay) to engergize the relay and turn on the lights. The relay is  located in the trunk by the antenna,

If you have replaced the bulbs, and fuse, then check the relay. Just hearing the relay "click" is no assurance that the contacts inside the relay are making good contact. You either need to test the relay or switch one of the other relays around to that socket.

To verify there is no problem in the wiring...... you could jumper between pin 3 and pin 5 at the relay and the light should come on. It that test works, your fuse is good, the relay is good, then you could have a defective BCM