I actually got this to work, until I started to actually wire it up into a production environment and for some reason, the relay boards aren't engaging with external power. I removed the jumpers from my relay boards, and connected the PS to JD-VCC and GND. I connected the ground on the Relay Board to the Arduino as well. I've been racking my brain on it or a few days now and not sure what I'm doing wrong.
[Edit: Based on a closer look at the schematic, and on later replies from people who read the schematic carefully the first time, this post is almost completely baloney.] Based on the schematic posted earlier, it looks like the relay board activates a relay when th e associated input goes to GND. As a first test, you might try disconnecting the Arduino completely, leaving the external power supply connected to JD-VCC and GND, and then momentarily connect some of the relay input pins to GND. See if the relays operate. If they do, then the problem lies in either the connections - in particular, the connection between the relay board GND and the Arduino GND - or in the code.