I don’t come across burned-out light bulbs in Marx trains very often, but it can happen. When you need to replace a missing or dead bulb, you have some options.
Marx, like its competitors, used a standard E10 screw base in all of its trains and accessories that I know of. It’s best to never say never with Marx, but standardizing on E10 was cost-effective so I doubt there’s any variance. The question is what voltage.
I think the safest choice is a 1447 bulb, which runs at 18 volts. A 1447 will last for decades under heavy use, since Marx transformers top out at 14 or 15 volts. It’s especially a good choice for accessories, since some other brands of transformers output 18 volts on their accessory posts.
For a lamp post, or for a locomotive where the light bulb sits on the outside of the cab rather than the inside, a large-globe 432 bulb will look better. The 432 is still an 18 volt bulb and still uses the same base, it just has a larger, rounder globe.
If you want a brighter light, go with a 1449 bulb, which runs at 14 volts. Marx motors were designed to run at no more than 14 volts, so this is a close match for the original specs.
If you always run at slow speeds you can use a 1446 bulb, which runs at 12 volts, to get a brighter light, but be aware that one of these bulbs will burn out very quickly if you exceed 12 volts. I accidentally bought 1446 bulbs one time and they lasted about two hours.
These same bulbs are often used for more than just trains and more than just Marx trains, so if a listing mentions a different brand of train, it’s OK. It will still work. For that matter, if the listing says it’s for an instrument panel, or a dashboard or license plate holder, it will still work as long as the number matches.