I doubt there is a fuse JUST for that lamp. If a fuse were bad, I would think none of the rear lights would work.

I'm not sure how your lamp is set-up, but there is usually a cover you can pop off to get to the bulb. Then just take the bulb to autozone, and they will give you a replacement.

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Current cars:
2000 ML55 AMG, 174k miles
2003 C240 T-Modell, 202k miles
1995 S320, 207k Miles