I've had bulb sockets that didn't work because the little tab at the bottom center of the socket wasn't hitting the contact point at the bottom of the bulb. Bending that up a little with a non-conductor, like a stick, solved the problem. If that's not the problem, see if one of the wires isn't connected to the socket properly. It might just be a screw that wasn't tightened enough, allowing the wire to fall free.
If everything's ok at the bulb end, check to see where the wire to the pole splits off from the other two. This may be in the switch box. Again, something may have worked loose or corroded at the connection of the wire.
Got a voltage tester???? If not, need one; the neon bulb two-prongie things will work for this.
Start by checking to find out if there's voltage at the socket; if so, as another says, may be as simple as the tab at the bottom. If not, to to the base of the socket where the wires connect to it and test between the wires -- if no joy, go back to wherever that feed comes from to the outside and disconnect and try again. You'll either find a loose connection at one of those points or discover there's a break between point A and point B at some pair of points in the chain.
I had a similar issue with my light pole in the yard. Never worked but I never tried fix it until one day in my basement I noticed bare wires coming through the concrete block, not attached to anything...
As others have suggested, find out if there is voltage at the light post. If not, then you have to figure out how the light post is getting fed. It could be direct from the switch box, or it could be taken from one of the other two lights or it could be tapped from the cable between the switch and the other lights using a seperate junction box.
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