These light bulbs appear to be actually full of water. The bubbles in the water were likely part of the water photo, or even the fish, but look like they are inside the bulb. The highlights and shadows on the bulb make it appear rounded and realistic.
This illustration is really nice it shows a variety if different things and i really like how easily it gets the message across. Instead of the balloon containing nothing it has water with fish in which i think is a really good idea.