they usually ground thru the housing to the assoc. bracketry. i have rewired all of mine to LED (but the concept is the same for incandecent bulbs) include a multiwire cord that has a ground wire that i then ground to the wiring harness AND to the rear frame area. I'm just that way I guess, not wanting anybody to stop me for some silly light out issue, i guess. But this just goes to show that I use a separate ground wire to be sure all is working correctly.
http://s67.photobucket.com/albums/h298/1951otter/?action=view¤t=587685-R1-032-14A.jpghttp://s67.photobucket.com/albums/h298/1951otter/?action=view¤t=587685-R1-036-16A.jpgand you have to when wiring LED's
Double check the filiments, wire brush the bulb housing as well as any internal contacts to the housing & socket to eliminate any surface corrosion. make sure your socket springs are good and the wire 'button' is not an 'open' circuit. (pulled out). sometimes adding a lock or star washer to the housing bolt adds to better housing grounding. maybe even run an extra piece of heavy wire from bed to rear of frame.
good luck
