An incandescent light bulb contains a thin wire filament (usually tungsten) that glows hot when an electric current is run through it. In the presence of oxygen, the filament would burn up as a result of the high temperature. A glass bulb, then, is used to keep oxygen away from the filament.
While a vacuum will work, any inert gas that inhibits combustion will also work. Since the vacuum of space would have no oxygen, a bare filament WOULD work as a light bulb without the glass globe.
By the way, even without oxygen present a filament eventually deteriorates as its atoms dissipate. The presence of a halogen gas actually inhibits this deterioration, allowing higher filament temperatures and brighter light bulbs. So the glass globe can also help enhance a bulb's capability.
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