Each light has a single +12 volt power feed to it and the switching is done by a ground signal provided either by the switch on the light housing or by a ground sent from the BCU. So that rules out a fuse in the circuit.
All four doors signal the BCU when they're open or closed so that the intruder alarm is also "aware".
Once a door is opened, the BCU receives the signal and then sends the ground to the interior lights.
Check the plugs and sockets at the BCU, unfortunately it isn't easy to get to, it's behind the passenger's glove box.
But before you go checking the BCU, get yourself over to the "Introduce Yourself" section of the forum and err ... umm ... introduce yourself before somebody comes along and starts getting a bit sniffy about it.