I had the same problem. Easy fix,(well sort-a) doesn't cost a dime. The contacts inside the headlight housing are not making contact with the bulb. I took the the entire headlight housing out of the car so I could see the contacts, but you may be able to do this while it is still on the car with a small scribe or other short pointed pin. Simple bend the contacts out away from the plastic so it will more easily make contact with the bulb and be sure both bulb and contact are clean. I gently used some 200 grit sandpaper.
I thought of all kinds of bad things happening, but have learned this is a rather common problem with the early headlights. Before I got into the headlight housing I did check the electric fitting attached to the housing with a volt ohm meter. I wanted to be sure I had power going to the headlight and it proved to be OK.