I'm not sure they come out. I recently had to replace my drivers side fog light because a rock broke the glass, when I pulled it out (four bolts behind the light up under the bumper) it looked like the bulb was sealed in there. It seems kind of dumb to do that, so I might be wrong.
I just had one of my fog lights replaced under warranty since it got condensation in it. When I picked my car up at the dealer I checked to make sure it was working. It was, except now the other fog light has condensation in it. You'd think they would check it while it was at the dealer.