I put up our 'pre-lit' tree last week and several strings were completely out. With a pre-lit tree, it's a little tougher to just replace the bad strings (unless you want to replace the whole tree). As G7PSK said, it may have been from rough handling or it may be that the bulbs are nearing the end of the useful life (the tree is several years old). When a whole string it out, it's mostly likely because one or more of the bypass shunts have failed. That's when you go on the bulb by bulb hunt looking for the blown bulb(s) with bad shunts.
This year, I decided to try one of these:
Light Keeper Pro It claimed to have a mode that would 'zap' a string of lights to activate any non-working shunts on blown bulbs. I figured for $17 and free 2-day shipping, it was worth a try.
To make a long story short, I think it's the best money I've spent in a looong time. It works great. Remove any bulb from a non-working string (with power on). Plug the now empty socket into the tool. Snap the trigger (might take more than once) and the lights come on. Then just replace any blown bulbs in the string. In a short time, I had all the blown bulbs replaced (probably 50 or so).
The tool claims to have all sorts of other functions for testing lights but the 'fix' feature is the only thing I've used. Once Christmas is over, I may do my own version of a 'teardown' to see how the zapper works.
Bob