All of the running lamps are in parallel off one fuse. If only one light is out, then the problem is with that lamp fixture, its ground, or its wiring back to the splice.
Check the lamp socket for corrosion, check the ground, and check continuity of the power feed back to the adjacent light. One of those circuits is open (unless you installed a defective or bad bulb or it's installed wrong).
Thanks guys, i'm checking with my meter today. I did notice that the sealer they use around the cover deteriorated and water can get in there. I'll check for power before I decide to swap out the fixture.