When I turn on headlights, dash lights and tail lights turn off

Check the tail light bulbs & marker light bulbs.

There's another fuse location (on my 99 SL1 anyway) under the right front panel of the center console in the passenger compartment. Check fuses with a test light (cheap and easy to use).

there is one inside the car. 3 possible places; under the glove box, under the steering wheel or if you open the driver side door the corner of the dashboard usually triangular piece of plastic to remove

Check the headlight switch. The power goes from the fuse to the headlight switch and then to the dash and running lights.

I am having the exact same problem on my 2001 Saturn SL1. I went to Murray's Auto Parts Store in MI and it was 140.00!! for the switch. I'm interested in finding out what you did and if there is any cheap way to fix this.

Have you recently replaced any bulbs? Did you use dual element bulbs. It sounds like the wrong bulbs were used and the brakes lights are backfeeding the tail light circuit.

The proposed problem sounds like the problem I had with a 95 Mustang. Check the tail lights as well as the dash lights. If both are out when the headlights are switched on, the problem more than likely is with the headlight switch. The 95 had a poorly designed wire and plug configuration going into the switch. The wiring was too small and the plug would literally melt. The headlight switch and plug has to be replaced in this case. The problem was supposed to have been cleared with the 96 Mustang; however, a persistent problem may suggest checking the plug/switch combination.

sounds like dampness is getting in somewhere around the dash board and is causing a short.when it heats up it dries out

i was having a similar problem with my 2000 SL. when the taillights would go, so would the cruise control. and through many bulb and fuse replacements, i finally went into a saturn dealership and they did a recall campaign on it. they did their thing and i havnt had any problems since. FREE!