Did you do anything to the car before the horn stopped working? Ie. do anything under the hood, installed anything, etc... When was the last time you recall the horn working?
The next step is going to require a multimeter to measure whether or not any current is flowing to the horn. If there is current, then you just want to replace the horn. If there is no current, then you want to check and fuse again anyways. I recommend you swap out the fuse anyways for a new one. Peek around the other fuses while you're at it for other blown fuses.
I seriously doubt the wire could have gone bad, so It leads me back to either the horn or the fuse.. | 
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