I was sitting on my couch and the lights in my ceiling fan (all 4 bulbs) went out....any ideas?

Either a bad connection on the hot or neutral where it comes into the switches or bad connection on the neutral at the fan. Check the connections at the switch box to make sure they are secure to the switches and under the wire nuts. Since the fan vibrates as it runs I suspect the neutral connection was not tight at the fan. Make sure all connections at the fan are secure within the wire nuts.