Go round all fittings and check connector blocks, roses, junction boxes, behind switch plates etc for loose connections. Find out where the board is, and how many lights are still working, if any. This can sometimes give you a good idea of where to look.
For example, I went to a lighting circuit recently. Some lights were off, others were on. So I went to the board and worked my round the entire ground floor, taking an educated guess at the route the installing spark might have taken. Lo and behold, the next fitting after the last light that worked yielded an open neutral.