The problem I've found on the 124 marker lamps is they are retained by a locking tab at the end of a plastic arm. To remove the lense, you flex the plastic arm to unlatch the locking tab and simply push outward. It's a simple, elegant design, but with one fatal flaw. As the parts age and the plastic becomes brittle, it's impossible to remove the lamp without breaking the plastic arm. At that point, no more locking tab, and the lense will eventually end up on the side of the road.
I've replaced both sides on my older 124 because of this failure. Fortunately, these things can be had all day long for 40 bucks, less if you're willing to purchase Asian knockoffs.
Interestingly enough, my car only loses these when I let my older brother (AKA "leadfoot" - he who managed to get 19MPG highway in my diesel wagon) drive. Several can be found along I-35 between Dallas and the Hill Country.