Is it the Bulb or the Ballast?
Whether you have a HID / Xenon kit or a factory fitted xenons at times the bulbs stop working, there are a few simple steps you can take to determine whether its the ballast or the bulbs.
Check the fuse!
Transfer the bulb from the side that is working to the side that is not working - if the bulb fails to work then the problem this points to the ballast. Change your ballast or install a bypass kit.
Transfer the ballast from the side where the bulb is working to the side that is not working - if the bulb on the non working side now works this points to a faulty ballast.