Check that the lamp is earthed to the body - the electricity has to go through there.
Next check that the switch on the transmission is working by placing the g/box in reverse and gauging the resistance between the terminals.
Wiggle the gear lever a bit and see if the continutiy remains OK (OHMS should be near "0" )
Check that power is actually getting to the switch and at the other side of it.
Check the bulb and the bulb holder for corrosion and good grounding (also, make sure the bulb actually works by putting 12 volts through it and observing it glow!)
If electricity can get to the bulb and it is in a circuit with the battery then it should go.
