Was it your cat up until now?
The lanterns are $2.75 each from Lionel.
AS for the bulbs....here's what the manual states. Maybe somebody knows exactly what it takes.
Servicing the lamps
Your switch lamp and switch controller are illuminated by several light emitting diodes (LEDs). The LEDs are expected to last for the life of the switch and are not user serviceable. See your authorized Lionel Service Center if your LEDs require service.