I was trying to locate which fuse had blown out on my car (with a fuse tester) and discovered that my horn fuse had failed.
I put a new fuse in and it immediately blew out too.
The mechanic says...
For a fuse to blow immediately, as described, indicates a serious problem with that circuit; almost certainly a ‘dead short’ of power to earth. This could possibly be caused by a live cable connection breaking down and earthing, or (for example) cable insulation chafing through on a sharp piece of metal – perhaps due to the breakdown or disappearance of a rubber grommet in the bodywork, and through which the horn wiring passes.
The wiring and its connections need to be checked stage by stage to isolate the faulty section, then a new cable or section of loom will need to be installed to rectify the problem. A visual inspection of the wiring may indicate where the fault lies, or you may need to use a circuit tester.
If you are unable to trace the fault, a competent auto-electrician should be able to locate it quickly and at a reasonable price.

