check your fuse first. If that isn't blown, check you have 12v at the horn when you push the horn button. If there is 12v there, your horn is stuffed. You should be able to get a replacement from any good auto store. If there is not 12v there, the problem will be in your steering wheel.
what about checking for corrosion on the horn brackets after you've done all that - unlikely that both would go at once but i looked at mine the other day (relocating for fmic) and it appears that they only have +12v feeds and earth through the case of the horn to the chassis brackets......
could be the horn itself. If you test for current like the lads have said and you dont get any its either a fuse or your earth. If you are getting a current then id connect another horn to see if yours is dead or not.
Yeah - I had this recently where the horn was more like a 'pppphhhht' lol. Sometimes it worked again properly then other times sounded like it was dying.
Turned out in the end it was just the earth wires needed sorting out as the OEM wires look pretty feeble!!