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Have you checked the fuses that control the turn signals? Also, try replacing the other bulb on that same side......

 

Make sure you have an OEM control for the blinkers. I had a hyper blinker, but it annoyed the hell out of me, so I took it out and put in the original one. I dont know if you're the first owner of your car, but if not, the previous owner might have switched it out. Just trying to help.

 

The one time mine did that, it was because I put the bulb in the wrong angle and it smashed the silver connection inside the socket. It wouldnt touch the bulb contact when i put the bulb in. What you should do is take a pen or soemthing and try and pry the connecting pin forward so that when the bulb goes in it has a better contact.