Bad socket, bad bulb or blown fuse would be the common causes of that.
The fuses are in the underhood fuse box. LT Lo fuse 10 amp. It won't be the relay as it switches both bulbs. It will be in the system after the relay. Which are the items I listed.
If you are replacing the bulb, do both sides to ensure even light output and prevent you from needing to replace the right lamp in a few weeks.