Today there are many types of Christmas light systems. In the old days lights would be wired in series and one bulb failing would stop all from working. Latter the bulbs were altered so when they blow they fuse making finding the blown one easy. But if not noticed this can cause more bulbs to blow.
More modern systems use transformers and are wired in parallel often as groups and often have a controller which can set many options as to how they flash, twinkle, or fade.
Often they are near impossible to repair and even as an electrician I have a few with failed sections.