The brake lights on my 1999 saturn sl do not work.

does the third brake light work when braking ? the bar on the rear window? if not replace brake light switch on brake pedel

Did you check the bulbs inside the rear brake light housings?

are you sure the bulb is good?? my '99 SL1 had the same problem, neither lower brake light would come on but the tail lights worked just fine. And it's the same bulb. I thought that since the tail light lit up, the bulb must be good...

Wrong.

When I actually took one bulb out, i could see that it had two filaments. One was broken, the other good. so i replaced it and the new bulb worked. Replaced the one on the other side as well and have no more problem.