The bulbs just get old and burn out, just like the light bulbs in your house - they need to be changed from time to time.
Others have had problems with aftermarket bulbs, so I'd just get replacement bulbs at the dealer if you plan on doing it yourself.
2001 E430, Bourdeaux Red, Oyster interior.
1973 280SE 4.5, 170,000 miles. 568 Signal Red, Black MB Tex. "The Red Baron".