There is usually an indicator light on the HVAC system that goes out if the bulb is not working. Other approaches- 1. Use a UV dosimeter card (American Ultraviolet) this can be placed in the HVAC system near the light the HVAC duct closed and the light switched on. Obviously do not run the HVAC system whilst doing the test, as you do not want to lose the card in the HVAC ductwork. 2. Use a power meter to check that current is flowing in the circuit but this will only tell you that the light is using electricity. It may not be converting the electricity into sufficient UV light. 3. Some lights come with an inspection hatch to look at the light. Again this does not tell you if it is producing adequate UV light but if it is relatively new and you just want to see if it comes on this may be enough 4. Look at the cooling coils and if there is fungus on them then the light is not working. This is not recomended as it spots the problem too late. 5. If the lamp is 9-12 months old it is going to need replacing anyway. So you may wish to skip the checking and just buy a new one.