a couple nights ago my rear right tail light had gone out, so i bought a new bulb and i was putting it in, but I found that there was no wire leading to the bulb that i thought had gone out. it says 'grau/blau' and there is not a wire there. is it supposed to just not be there, or did it some how fall out? i live in the U.S. and I had been pulled over because it was out, and i'd rather not have that happen again

 

That'll be the fog lights for the rear. Mandatory for european conditions they're often deleted from international deliveries. Front ones usually still connected, only because they're part of the headlight assembly, and all the parts are common like the tail light assembly, it's just missing the socket wiring for the fog light bulb (left one on my car).

They're not a roadworthy requirement in most countries, if fitted they must be working but your rear ones are disconnected prior to delivery like mine, only the front ones are working. I was going to go to an auto-elec to rewire mine up but I just want them working, so long as the front ones are working that's fine (because the bulbs are part of the headlight assembly). You don't have to have the rear ones working if they're not connected or fitted, even if the facility to have them there exists.

Oh and by rear fog lights I of course mean the inner pair of tail lights. Only the outer pair go on normally for night lights and braking, the inner pair is switched on by pulling the headlight knob two steps out (one step turns on front foglights, two turns on front/rear and a yellow light on the knob shines).
So they look like brake lights or night lights, but they only come on with that manual switch. They're fog lights, but europe gets incredible variations and extremes of weather so you need to be like a christmas tree sometimes, other times too many lights actually makes it more dangerous.

Just to confirm that we are talking about the same set of tail lights, go and check: inner pair of red tail lights with a hole for a bulb are fog lights, the outer pair are both the brake lights and the night lights and the only ones which normally come on.

If your outer pair are working, and the inner pair are disconnected, next time you get pulled over for a tail light out, check with them which one, if both the outer ones are working then tell them they're just fog lights, not connected from the factory on every export. The car doesn't require them to be roadworthy, that's like saying any car without every market option purchased is unroadworthy. Lots of cars have the fittings for fog and driving lights but they're only actually installed on the upmarket versions or not exports or something.