Each and every bulb in the rear lamp cluster requires an earth - that is, a wire connection to the car bodywork. The earth is the metal plate that each bulb holder fixes into, and that will have a cable connection that passes to the body. If other lamps are working then this earth is likely to be OK so I reckon the bulb is not making a good connection into the holder itself. Switch the indicators on, and twiddle the bulb. I reckon it will light up once its made a sound connection.
John
December 2007