I'm sure you could find replacement bulbs somewhere. If you take one of the bulbs to the hardware, home improvement, or lighting store, someone should be able to point you in the right direction. You could easily remove the current lights and replace with something else, but I doubt you'll be able to find something exactly like those. Do check your wiring carefully and definitely find out why they are on to begin with! We played hours of the find the switch game in our home when we bought it. There was a basement light on all the time. Turns out, it was completely under the crawlspace and not easy to access. We ended up just shutting off breakers until the lights went out and tried to find what else was on that breaker. If you have access under the steps, you might be able to follow the wire into the house as well if you don't mind crawling on the ground.

THanks MrsMortarMixer. I did a quick scan at Lowes and did not see replacement bulbs, but I will do a more exhaustive search later. I will definitely have to investigate the wiring as well.

Before assuming that the lamps ("bulbs") are bad, it would be helpful to check the power at each fixture. Determine if the power is AC or DC and the voltage. Perhaps the lamp is not bad, but power is absent at that fixture. The lamp may have a marking to identify it.