If it's a 3Dr Cossie, the wiring loom from the brain (LHD of dash, behind blanking panel) to under the bonnet tends to throw it's hand in after a few years. The Fuel pump relay is normally pink. It's one of the big ones. They don't often go wonky in Cosworths, but they give up all the time in XR3is.. (Don't blame them really). You can substute one of the other relays to test it with though. Just don't drive it like that, if you have a wrap, the fuel pump will keep going.
May seem like a daft question, but is everything connected to the engine as should be, are the fuel pipes to the injector rail the right way round? Is the Immobiliser / Alarm giving you grief? As the other posts have said, the inertia switch in the boot is always worth a try, mine caught me out a few times. Normally after punctures.