peugeot 206??

I know nothing of cars...

Early failure might be due to...
Excessive voltage
Excessive vibration
Poor quality bulbs
Excessive heat

You can ignore the first two because other bulbs are not failing - and you may have been unlucky and have had a bad bulb fitted - but not several - so I guess it's heat related.

Perhaps there's a high resistance connection in the bulb holder acting as a heater - a 55W bulb will take 4.6 Amps.
A resistance of only 10 ohms in the connector will generate over 200 Watts of heat and possibly cause premature failure... but I only guess - others may know better - some may say that a bad earth my be the problem but I would doubt that very much..

Good Luck...
April 2017

Is it that the bulb has failed or just a duff connecton that you disturb each time you change a bulb?

Check the charging voltage on the battery with the engine running - should be about 14.4 vollts, from memory. Singnificantly higher than that may suggest the regulator in the alternator is shot.

On the other hand, you could try a different brand of bulb

acp
April 2017