How to fix a broken headlight on an Audi A4?

I recently noticed that one of my headlight bulbs on my Audi A4 is broken. How can I fix this issue without having to go to the dealership?

First, identify the type of headlight bulb that is broken. Look at the back of your headlight to determine if it is a halogen, HID, or LED bulb. Then, purchase a replacement bulb from an auto parts store. Once you have the new bulb, consult your Audi's owner's manual for specific instructions on how to replace the bulb.