Wont crank, wont start, no headlights

Went to the shut the car off would not start up, headlights wont come on but the horn works, had battery and altenator checked out were both ok, so I thought it was the starter so I replaced it and didnt fix the problem, turn the key on and starter clicks acts like it tries to engage and dash lights go out, all my fuses and grounds are good, I need to what other possibilities could cause this to happen, to me sounds like electrical but wouldnt know where to start, do you have any ideas as to what have happened