Check to see if you have resistance across the compressor coil.
The compressor's only electricity (power wise - there might also be a lower current pressure switch) is a solenoid based clutch that engages when powered by the relay. If the coil is bad, it will mosty likely be an open circuit at the compressor itself.
I imagine there is little more than a two-pole weatherpack connector @ the coil. Take off the plug and see what resistance you have across the terminals (compressor side not wire side). If it's infinite, you've found your problem: the coil has failed and needs to be replaced. From what I understand, it's relatively simple to fix.