If you can pull the whole part of the assembly that holds the bulb out of the lens frame you might find the bulb isn't properly contacting the connectors. They might just be really dirty and corroded (caused by exhaust?) or have become loose or something. It happened to mine...

__________________
'81 300TD Wagon 355k (Miss Diesel)
'83 300SD 180k
'84 500SEL 190k (Parting it out)