The other night, I got in my 92 Toyota pick up truck and discovered the headlights don't work.

I've checked the fuses and they are good. I checked for power in the fuse box under the hood and the headlight fuses are receiving no current.

The electrical system wiring diagram shows a headlight relay. Where is this located?

Any other suggestions?

The relay should be located either just under the inner wing seam about halfway between the fusebox and the headlight assembly(follow the Wiring back from the headlamps) or on the "Slam panel"by the hood release cable mechanism? (talking from experience not the book) Usually about the size of a torch battery
Run your eye along the wiring harness there is "sometimes" an inline fuse fitted also (25 amp value?) this can be well hidden by grease and grime