Who is replacing them? when you install them, you can't touch the bulb with your fingers....the oil on your fingers, can stress the glass of the bulb, as it heats up, causing a crack or glass breakage...once that happens the inert gas is lost and the filament burns up....
The other possibility is using the wrong bulb....
Still another is the headlight capsule may have a leak and is allowing water in, and the water hits that hot bulb, it's all over...
Also, if your alternator is overcharging, could cause the bulb to blow...