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I've seen some light fixtures which exhibit the behavior of lightbulbs gradually unscrewing by themselves.

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Related: physics.stackexchange.com/questions/32481/… –  dmckee Jan 30 '13 at 20:24
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Each time you turn the light on and then off, the base of the bulb and fixture expand and then contract as they warm and cool. If there is a difference in either the amount or the speed of expansion/contraction there can be relative movement.

Once you've got any movement there is a (simple mechanical) limit to how far they can screw in, but no limit to how far they can go out (at least until the electrical connection fails and it can't go through the on-off cycle any more).

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