Do you mean Light or lamp entities?
If it's a light then you can do this:
FadeLightTo(string& asLightName, float afR, float afG, float afB, float afA, float afRadius, float afTime)
Example:
FadeLightTo("SpotLight_1", 1, 0, 0, 1, 5, 0.4);
To turn them back, do the same but then another number. To turn them of, do this
SetLightVisible(string& asLightName, bool abVisible);
Example:
SetLightVisible("SpotLight_1", false);
I don't know what to do with the lamps. There's a red lamp, you could do something with the SetEntityActive script and place 2 of those on eachother. But for other lamps, I really don't know