1995 GMC Yukon Blown 4WD Fuse

System was working fine, then I attempted to engage the 4WD and nothing happened. I checked and found that the fuse for the 4WD was blown. I replaced it and tried again to engage the system. As soon as the lever was pulled, I could hear the fuse blow. We had recently had a large snowfall, with 2-3 foot drifts crossing some roads. I busted through several of these deep drifts, so I thought that I might have knocked a wire, or damaged a plug. There was no visible damage to any wiring, or the plugs. There is obviously something causing a short, but it seems odd that it would work, then within a matter of hours simply stop. Switch, relay? I really don't want to just throw parts at it, anyone ever deal with this before?