Hey guys. Just came across this thread as I the headlights on my XR3i failed for some reason and I was stumped. The sidelights work but when I put dipped beam on, nothing....apart from one sidelight working!?
I read the thread which mentioned relays and I suspected these might be the trouble. It turns out it was the rear-most two in my fuse box.....

It was the two small white relays shown in the picture. I took one of them out but the other one was really tough to remove. I examined the prongs and there is a silver one on each. It was this one that was really corroded and looked to be peeling. I sanded them down with some wet and dry paper, slotted them back in and hey presto - the headlights now worked!!

Hope some of you find this useful.

cheers,
Lee