Do you have aftermarket tail lights?? Because If you do sometimes the socets do not line up like the oem tailights. I also figured this out. Place your car in the on position but do not start it, and then move your gear selector lever to reverse. Now when you have it in reverse wiggle it back and forth and you probably will feel some play in it a little bit while it remains in reverse thw whole time. If all your wiring and bulbs are ok, then you reverse lights should flicker on and off while you are wiggling the gear knob back and forth a little, It will also do this while the car is on, I just figured that you would want to get out and look and see if they come on or not. You should get a mirror or a park near a window where you can see the bum of your car, and while sitting in the drivers seat wiggle it back and forth like a said, and if the do not see them coming on and off when you do that then you have a bad sensor that is built into the gear selector, and if you do see them come on and off when you do that then you have a sensor that is going bad, mine currently does that. If i put the car i reverse and puch the lever a hai forward while remaining in reverse than my bulbs will light. I am not worried about it though because I drop my car off on the 24th to have it converted to a manual tranny. Well I hope this helped some. Good luck. Oh yeah one more thing did you check the fuses in the trunk?? I know your ganna say that their aren't fuses in the trunk.....but there are!! take off the cover to your drivers side tail light and look on the body of the car inside the trunk. you will see some wires and I think a weird box, and those are the reverse light fuses. At least that it what I have been told, and my old VW's were like that. Anyways they are notorious to failing due to moisture. But I could be wrong about it but I am pretty sure that when I replaced my tail lights I saw them their. They are mounted right to the body of the car right under the taillight cover under the light in the trunk. I could deff be wrong tho. But good luck.
Patrick