Maybe a silly question...but you didn't say whether you checked all three bulbs in other sockets.
Other than that, fuses would be the easiest thing to check...just pop another one that you know is working into that position and see what happens.
Since it sounds like you may have done that already, the switch may be the next logical point of failure. Can you tell from your wiring diagram (or from past use) whether all three lights are on the same switch, and if there's anything else wired through that switch?