Are they new/ newish 3dr headlights. For some reason the new replacement 3dr ones came fitted with saff internal wiring which differ from the original 3dr ones. You need to to a bit of re-wiring inside the drivers side headlight if they are, as the passenger side on a 3dr is fed from it, unlike the saff ones which have independant feeds to both headlights from the main loom.
Ryan will no doubt know which wires to splice on the new type headlights as I cannot remember which way it was when I did it a while ago
The other easier option is to take the little internal looms from inside an old pair of 3dr headlights and put them in the new ones, this way they then match the 3dr loom and will work fine