How do electrons "know" the status of a circuit being "open" or "closed"?

If you have a chain of lights wired in series, and unscrew the last bulb in the series, all the lights go off simultaneously. If you assume an electron is a particle with a definite location, how can this occur? One would suppose that the bulb closest to the broken circuit would go out first, but that is not the case. Furthermore if one could stretch a wire to the Moon and do the same thing in interrupting the circuit, would this not involve faster than light communication, with a bulb instantly going off on the Earth at the time the circuit was interrupted on the Moon?