Is your headlight in there solid? I've seen situations where bulbs kept burning out and it would turn out some tab on the headlight assembly had broken, allowing the assembly to rattle around. The extra rattling was killing the filaments.
Also, have you looked really close at the bulb you're pulling and the connector inside? Some designs are just bad. For instance, my Oldsmobile Intrigue had turn signal bulbs as the inner most bulbs on each headlight assembly. They were 3157 Amber wedge style connectors. Only about 30 watts. However, that tiny wedge connector got hot enough consistently to cause the bulb base to actually melt inside, eventually breaking the connection. This is not unique to just the Oldsmobile. If you look for "3157 melting" you'll see that it's a fairly common problem across all those implementations.
I actually kept a couple of extra bulb bases from a Rockauto Closeout, and went through 4 of them in the 8 years I had the car. Others noted that simply switching to the little 2-5 Watt LEDs resolved the issues for them. Since at the time LED lights were pretty expensive, and this was just a beater car, I just kept swapping out those bases as they'd melt on occasion until I got rid of the car last year.
If you have a multimeter, put that on the headlight contacts and confirm the filament is actually broken. If it's not, it's not the bulb that's the problem, but something else.
Last thing to keep in mind is that when it comes to OEM headlights, the factory bulbs are very long life oriented, and dimmer on top of that. That's not necessarily a bad thing. If you seek out the OEM bulbs from your dealer or a place like CandlePower, you'll get a much longer lasting bulb. A Philips X-treme Vision H11 might last 300 hours, whereas an OEM Bulb is designed to last anywhere from 500-1000 hours+. Light output is usually what's sacrificed to make those numbers.