While I was building a new control panel for my CNC I found a few fuse holders in my box-o-stuff that had an LED blown fuse indicator on them.
I had a power supply that had a simpler method, but required a special cap for the fuseholder.
The cap itself housed a small neon bulb. When the fuse was good, it shorted the bulb. When blown, the 120vac line was across the neon bulb, which caused it to light.
You only needed it because there were multiple fuses (like 4-5). I imagine the bulb was rated for some of the additional higher voltages present, but I should probably check the schematic... the extra fuses might have been across the primaries of the multiple HV and filament transformers.