Bulb burnout
 

How often do 240z's chew through bulbs? Bought a 240 with no horn, no side markers working, no brake lights , no turn signals.

It was described in perfect working order, restored a few years ago but sounds like it wasn't driven much.

Started pulling lights and found every single small bulb burnt or broken. Is this common with the 240 or should I start looking for a cause for this? It had an aftermarket stereo installed.

I've started replacing them but need another trip to the store for more bulbs. Hopefully everything works once bulbs are replaced

Replaced all bulbs and now turn signals are always on, but not flashing, and brake lights won't light up.

Check the voltage at the battery with the car running at about 2500 RPM. It should be around 14.5 volts. Much more than that can cause damage. This can happen when someone replaces the alternator with an internally regulated alternator but leaves the external voltage regulator in place.

Helpful links for the turn signals/hazard lights/brake lights:
Hazard Switch – Brake Light – Turn Signal Circuit Analysis | Fiddling With Z Cars
Early Hazard Switch | Fiddling With Z Cars
Turn Signal Repair | Fiddling With Z Cars