Just adding to Dennis' post:
410.64 Luminaires as Raceways. Luminaires shall not be
used as a raceway for circuit conductors unless listed and
marked for use as a raceway.
410.65 Wiring Supplying Luminaires Connected Together.
Luminaires designed for end-to-end connection to
form a continuous assembly, or luminaires connected together
by recognized wiring methods, shall be permitted to
contain the conductors of a 2-wire branch circuit, or one
multiwire branch circuit, supplying the connected luminaires
and need not be listed as a raceway. One additional
2-wire branch circuit separately supplying one or more of
the connected luminaires shall also be permitted