Rog-
Disconnect the transformer secondaries and hook up a "Dim Bulb tester".( See postings on the Forum for description). If it shows the transformer is OK ( Light barely glows) great. Also ohm from all windings to ground & each other for internal shorts. If light goes full brightness, & stays there, the transformer is bad.
If not, someone here can likely come up with a replacement transformer, or Mark Oppat (moppat AT comcast DOT net likely can find one.
The filters are toast, as are all the wax caps in the set. Be sure to verify all resistor values also.
While you are in the set, it is best to add a fuse to the primary of the transformer.
the transformer will typically have a number on the top or bottom of the shell : 95 - something,
http://www.nostalgiaair.org/pagesbymodel/383/M0025383.pdf
Will get you the schematic. Pre 1942 radio. Schematic is from Riders Radio Manuals.
Let us know how you are doing, so we can confuse you farther. lol