only one headlight works

I have a 1997 Escort that one headlight stopped working and is not fixed by a new bulb. Any tricks I should be aware of?

fuse (loss of power)
loose ground
Use a test light to check the power supply.

KimMG is right on the money. The fuse for the headlights is in the engine compartment to the front and right of the battery. I think there is a separate fuse for the left and right headlights. The bulb could be bad even though it is new. Check the continuity with a volt meter. Also, check the power supply at the connector with a volt meter.