^ This.

Or..... Did you turn them on/off several times? We've had GM trucks here at work that need on/off 2-3 times before the bulb will fire. You can also move the bulbs left to right and see if the problem follows.

I have always had a wiring harness, and in 4 years, I've had a bulb not fire 3 times. On/off, and she is good to go.