Depending on how big the gap you can do it fairly simply with some delay blocks in a loop, something like this (simplified, perhaps someone can suggest a nice circuit that can be easily turned on/off):
[Button] -> [Delay] -> [Delay] -> [Delay] -> (back to first Delay)
Link each delay block to the next light in sequence like so:
[L1] [L2] [L3] [L1] [L2] [L3] [L1] [L2] [L3]
L1 = Light linked to Delay 1
L2 = Light linked to Delay 2
L3 = Light linked to Delay 3
EDIT:
Just realised that Delay circuit wont work as they'll all be ON, nor does it loop properly... pro tip: don't post logic circuits when away from gaming pc and tired! Hopefully it still gives you some insight though piggy1982, and I'm sure someone will post a better example soon