For implements to theatrical lighting fixtures, see lamp.
Notice in this illustration, "bulb" refers to the outer glass envelope.
As a general rule, a relatively low-wattage "type A" household lamp CAN be called a bulb. Anything else, whether it be for a Fresnel, CYC Light, Ellipsoidal, Par Can, Follow Spot, Moving Light, etc - should ALWAYS be called a lamp. In some parts of the world, "globe," "bubble," and "bottle" (especially with PAR lamps, as in "spin the ___") are also used.