If a lamp tests good and the plug tests good (you might not know for sure until you open things up) the problem is in the cord, or, more likely, the lamp socket. A bad connection at the socket can cause arcing, which usually makes the electrical connection worse, eventually causing failure. The worst part about this is that the damage is sometimes irreparable. In a pinch, you can remove the lamp and maybe (maybe) scrape off enough carbon to re-establish a connection, kind of like filing the electrode on a spark plug. The trouble is that this sort of “repair” usually leads to another failure down the road a bit. In my experience, it’s medium bi-pin sockets and old Fresnels (and BTRs) that suffer this sort of malaise, but you might find it anywhere. If you have to make this sort of emergency fix, flag the unit for later overhaul, as it will very likely need a new socket assembly installed.
– From John Kaluta’s May 2006 Technopolis column.