How have you checked them?
Swap the bulbs from one side to the other and see if it follows, if it does bulb.
Swap the ballast if you've done the above and the fault didn't follow. If it now does follow once you've swapped the ballast then it's dodgy ballast.
If after both of those and it doesn't follow, try a standard bulb in it without the ballast, just straight in the OEM connector. The bulb shouldn't light and there is your problem, loom or connector. If it does, then you've had a loose connection somewhere or just a cheap dodgy set of HIDs!