My parking lights (little rectangular lights on the bumper end caps) are out on the passenger side.
I have replaced the bulbs and they still do not work. Is there a fuse I should check? And if so what one

 

I would start by cleaning all the ground points in the back of the truck

 

Do you have an owner's manual? It should have the fuse list in the back. If not get back with us and I will check mine for you but I can't until wed. as I am at work. In addition to checking the fuse and the grounding points I would look closely at the wires themselves. My front passenger side running light/blinker had water getting in somewhere and traveling down the length of the factory shrink tubing and ate away at the blinker assembly. I had to fab in an aftermarket one from NAPA. Good luck.

 

I am betting the connections are corroded, unplug the harness and check the connections.
Mine are rotted away to nothing on all four corners.
Copper and road salt are not good friends.