I tracked this thread down via a Google search. I had the same problem on my 2007 Outback, both headlights out at the same time, 'just like that'. I checked ALL the fuses (engine and inside car), relays and the light bulbs - all ok.
I finally gave up and went to the garage, they checked and confirmed power was reaching the connections and were mystified. They decided to change both bulbs and boom, all working. They had no idea why. At the moment (one week later) all still ok.
Its a bit worrying not knowing why they broke, but at least they work now and it cost me Euros 50 for the once over.