Lotsa ways.
One way to do it would be to run a 6V light off 12V through a resistor, tap off the voltage at the junction and send it to a 6V zener diode, resistor and LED in series. Lights on and there's 6V at the junction, subtract 6V for the zener and there's no volts left for the LED. Light's out, the voltage goes up near 12V, LED comes on.
Two resistors and a zener, pretty simple, but crappy efficiency - half the power for the main lamp would be going into the resistor.
A more efficient way is with one NPN transistor and a small value shunt resistor across the base-emitter junction, resistor on the collector, grounded emitter, LED across the collector-emitter junction.
A +12V lamp, grounded through the base and shunt resistor, turns the NPN on all the time. This shorts out the LED. No lamp, transistor turns off, led comes on.
You can also do it with just a single relay, but you need a special one. Needs to have just a few turns of heavy gauge wire for the coil. Pulls more current than a normal relay, but has a low voltage drop. The main light is in series with that, the "indicator" light is on the NC contacts. With this one the indicator can be the same size as the main light.