Did you check to see if the actual bulb is "locked" and twisted firmly in place in the back of the housing?
If that is not the source of the problem, then it might be a leaky headlamp assembly. Water might be leaking in somewhere along the housing seams. Remove the problem headlamp assembly (both, if necessary) and try to pinpoint where the leak is located.
Carefully inspect the lenses and the black trim, take apart as necessary and reseal with JB Weld or equivalent - much like the author of the following tech article over on fnsweet.com did:
Additionally, some of these headlamp assemblies are prone to "fogging up" on their own - I've had mine replaced via warranty and they are slightly starting to regain the cloudy/foggy haze on the inside of the lenses - it might be due to poor materials/workmanship from the supplier.
New headlamp assemblies aren't cheap either, somewhere in the $125-150ish pricerange (each). It sucks that they are hit or miss - some of the newer ones may or may not fog up on you, it's hard to say. If you are feeling ambitious, it might be worth trying to fix on your own...g'luck.
That appears to be a fairly common problem. In fact, I saw a poster in the service office of my Ford dealer describing this problem and how bad it needs to be for replacement.
The best you can do is dry it out real well and seal around it with silicone sealer. You'll end up replacing it eventually.