I usually smash the dead ones, don't give a rats arse if its unsafe, I find it amusing.
I see no use in dead lamps, Unless it still flickers a little bit I usually get rid of it, and this applies to all dead lamps unless they're really rare..
The way I see it is that if a lamp breaks or dies and it can easily be replaced, out it goes, but if not it's kept.
One of the two 1955 Philips HPL lamps I bought from the Canadian eBay seller arrived damaged in transit (a piece of glass had broken from the stem and had rattled around scratching the phosphor

), the seller replaced it but I am keeping the damaged one as a display lamp. The two good ones will be kept in a very safe place (although not so safe I can't find them again

) and only one of those will be lit regularly, the other will be kept unused.