I have checked all the fuses and they r good, when I turn on the aux switch it lights up but the aux lights don't come on. I tried them with the low and high beams and still nothing.
Any ideas where I should look?

Thanks in advance

I checked for voltage at the light sockets and nothing, next I'll check the fog light relay

 

check the bulbs and the switch

 

Could be the actual bulbs or maybe the wiring.

 

This is why Honda discontinued them. They have wayy too many problems. I highly doubt its the wiring.

 

the wiring behind the switch is very tiny, you could have a break in the wiring somewhere, but if there is a relay like you say, check that and make sure you check any fuses that might encompass the auxiliary lights.

 

I just picked up a '94, and the same thing happened to me ended up being the bulbs... on a side note the interior dome light and trunk light also weren't working, and it turned out that the fuse for these lights was simply removed, I replace the fuse and they worked.