Last night the recessed can lights were buzzing a bit because the dimmer switch was only about half way, I assume right at the edge of allowing enough I to reach the cans. Turned up the slider and one bulb popped and went out. Replaced with a new bulb...nothing. Swapped bulb from working can light into non working can, and it didn't work either. Now here is where it gets weird....now neither bulb works in either can. Is it possible for the one can to be bad and it is taking out the bulbs?
First you need to verify that you are getting power to the fixture. Sometimes when lamps fail they short and may trip the breaker or damage the dimmer. I have found many lamps that buzz when on a dimmer and it was because the wave shaping of the dimmer caused the filament to vibrate and created a noise. I would verify with a new lamp first and if no light then I would check the breaker by turning it off and then back on - this will reset it if it tripped but the handle did not move enough to be obvious.
Beyond this, a meter or non-contact tester will be needed. Check for voltage before and after the switch - when turned on both should show voltage. If the switch failed, replace it. Last will be to verify the connections in the light fixtures. Make sure the wirenuts are tight and no broken wires. I left checking the fixture for last because with lighting circuits I have found a bad switch or tripped breaker to be the problem more often than a bad connection.
It sounds like you have a loose (non)connection somewhere on that circuit. That would have certainly caused the bulb to explode as the connection would have been pulsing for a bit before it stopped working completely. From the sounds of it the issue is near the first recessed light but really I would start at the switch since that takes 2 minutes to slide out.
You need a voltmeter. Make sure the switch has power and then go to the first light off the switch and so on. The first thing that isn't getting power is your problem. If you don't know which light is first, then you have to test everything. When you figure out where the issue is you need to shut off the switch and retighten the connections and troubleshoot from there.