Why won't this bulb light when I put the multimeter in series?
Note added by barlop- It was the third one that was it. I tested it by sticking wires into the breadboard and touching the top of the wires with the probes. And then the bulb lit.

hypothesis: 1/3
You blew the fuse on the mA current measurement channel.  The mA current channel is fused for 200 mA.  A light bulb can sink that much (especially during inrush current), and a 9V alkaline battery can easily source that much.



It's possible that you have exceeded the current rating of the current measurement channel and blew the fuse inside of the multimeter.  Make sure that you read the manual and know the rating.  Make sure that you estimate the expected value for current before you probe it.
You can open the multimeter and examine the fuse.
You could try the other channel (the one that's marked 10A).

hypotheses: 2/3
It's possible that the positive (red) probe goes to the socket for voltage measurements.  It should go to the socket for current measurement.  I think in your multimeter the current measurement socket is on the left hand side (the one that says 10A).

hypothesis: 3/3
Yet another possible reason is that the probes are too thick and they don't reach the conductors in the breadboard.  You can check this by setting the meter to continuity (plug probes in sockets that do continuity, of course) and probing two points on the same row of the breadboard.