Seasons Greetings!
Those Mazda Detector lamps are quite scarce as far as I know, I`m still on the look-out for some myself. Certainly worth keeping even if its filament is now out, but what ever you do, don`t hook it directly to the 120v supply. The neon gas discharge requires a series resistance to limit the current, this is usually provided by the other lamps in the string. Hook it directly to the supply and there is nothing to limit the current, with often spectacular if short-lived results.
If you wanted to drive it alone as a demonstration of the neon glow, you`ll need to connect a resistor in series. Neon lamps usually drop about 90v at around 1mA for the small indicator type. I just looked at a 240v panel mounted neon indicator lamp and that uses 150K ohms, which is spot-on according to Ohms Law. For 120V, my calculations say you would need to use 30K or thereabouts.
-chris