This is the part that secures your Ford's headlight to its housing assembly. There are three "fingers" that press down on the flanged edge of the bulb and keep it from moving.

The actual replacement part can be found here: https://www.amazon.com/Ford-F4DZ-13N019-A-RETAINER-BULBS/dp/B000O0BGY0
You can use Amazon's "Filter by Vehicle" tool to check the fit on your car.

I replaced my 2001 Explorer Sport Trac's headlights with LEDs (I HIGHLY recommend doing so, it makes a huge difference and made night time driving so much safer!) and, being that the thing is almost old enough to vote, the OEM plastic part broke when I took it off.

I also included a second version of the clip, which has twice as many fingers for extra grip. Your headlights may or may not need them, it's up to you.

Instead of paying $20 for a pair, I drew them up and printed them out instead. Much faster and cheaper that way.

Part number I found is F4DZ-13N019-A, which apparently fits the following:

2000-2004 Ford F-150
1998-2011 Ford Crown Victoria
1997-2003 Ford Escort
2001-2003 Ford Explorer
2001-2005 Ford Explorer Sport Trac
2001-2011 Ford Ranger
2005-2007 Ford Focus
1996-1997 Ford Thunderbird
1994-1995 Ford Taurus

Hope this helps someone else out. Enjoy!