Disclosed are vehicle lamp assembly housings, methods for making and for using such housings, and motor vehicles with lamp assemblies employing such housings. A protective lamp housing is disclosed for a motor vehicle lamp assembly. The lamp housing includes a housing body that attaches to the vehicle structure of a motor vehicle. The housing body has an internal chamber that stores therein a light source. The housing body has an open end that attaches to a light-transmissive lens to fluidly isolate the internal chamber. A heat sink with a plurality of convective cooling fins projecting from a thermally conductive main body is integrally formed with the housing body. When joined in this manner, the main body extends into the internal chamber and the cooling fins extend out of the housing body. The heat sink's main body and cooling fins are collectively configured to dissipate heat from the internal chamber.