all relay switches were checked but they still do not work. any ideas as to what else it could be? It is a 96 chevy lumina

Most common cause is the turn signal switch assembly in the steering column. Check your brake lights too, as they may not work either if the switch goes south.

I got by a few times by disassembling the switch plates, cleaning the contacts really good, putting dielectric grease on the contacts.

Also, a very little piece of tie-wire wrapped around the tabs that hold the switch assembly together. The tabs wear and the plates spread apart too much to have contact. (it is a little tricky, and you usually get one shot at this without ruining it).

Where would the switch be located in the steering column?

Right about here:

http://www.finemotorcars.org/files/1996WTurnSignalSwitchRemoval.jpg

Thank you very much