Hello I will help you with your question,
Please post the Year, make and model of the vehicle you are asking about.
If you have install some of the aftermarket "super bright" or blue bulbs these draw more current than the OEM style so that can damage a relay.
Similarly if the pin sockets fro the relay are burnt or loose this will cause excess heat and damage the relay.
Let me know what car you have and I will be happy to answer any follow up questions you may have