2 switches & 2 lights
This answer is in two parts. Read both parts before proceeding. 

Part one:

Here is one way to wire two switches to do what you describe:


The switch on the left is a "three-way" and the switch on the right is a "four-way". As usual, I have omitted the fault ground wires to make the diagram clearer. 

This can also be done with four conductors between the switch boxes instead of five, if you confine all the wires in a conduit or single cable. Just combine the two neutral wires into one. 

I have diagrammed the method that uses one 12/3 and one 12/2 because where I live, in the U.S.A., you can buy non-metallic sheathed 12/3wG and 12/2wG cable in any building supply store, while 12/4wG is relatively hard to find. 

EDIT: I have updated the diagram with the color tapes suggested in Harper's answer. 

Part two:

Are you sure you want to do this? Unless you live in an abandoned missile silo, it doesn't make much sense to wire your home so that you can never turn off the lights. Are you going to have one light burning even in the daytime? Does no one sleep in your house?

Many people ask this question but no one has ever reported implementing it and being satisfied with the result.