I have 4 can lights operated by one switch. The light bulb went out. When I replaced it the new one, it went out immediately. This happened three times. I changed the can fixture and the same thing happened?? The other three lights still are good.
If the replacement lamps are the correct voltage, but burning out immediately, this is likely due to a bad neutral connection. This can be caused by a break in the neutral wire anywhere between the outside power transformer and the electric entrance panel in the house. Occasionally, a tree branch will fall on the entrance cable, pulling loose the neutral wire.
This condition causes voltage to be split unequally across circuits, so that some devices may get just a fraction of the normal voltage (e.g. 120 VAC in most of North America), and the opposite circuit get the rest 9up to 240 VAC).
If you know how to check the voltage safely on the bulb's circuit you can confirm this. In any event, if it is a bad neutral, get it fixed quickly, because the incorrect voltage (low as well as high) can destroy appliances or start a fire. This repair is not for the amateur, and may require inspection afterwards.
I have had a similar problem with 100 w bulbs I bought (several cases) before they were outlawed (except for the heavy duty ones) I have had a few fail right away I believe the seal on the lamp must have been bad and allowed some air in because the filament burned not just opened like normal failures.
When incandescent lamps became "illegal", the big mfrs basically got out of the business. So the only incandescent lamps you can still buy are coming in from China, India and other places with little or no quality controls. If you can buy it in a "Dollar Store", it isn't worth even one dollar...