headlights stopped working, need help!!!

Alright guys I need some help on this one, I recently bought a 95 xj Cherokee, when I first starting driving it the headlights were working fine with no worries at all. A couple of weeks later I noticed that they were turning themself off, I didn't think too much of it because as soon as I turned the switch off and back on they came back on no worries but the other night they went off and never came back now they don't turn on at all, the car never came with a fuse box cover so I don't have the diagram to change fuses but it might not even be a fuse because they all look good. I wouldn't have a clue at what else it could be.

Has anyone had the same kind of problem in the past or does anyone know how this can be fixed?