This is not a question but my $0.02 on how to change headlight bulbs on 2001 Odyssey. (This may apply to 2002, 2003, and 2004 models).

I searched the web for more than one hour and I can say for sure that instructions for 2000 Odyssey doesn't work for Odyssey 2001.

I found out, from 1st-hand experience, it's the same as for 2001 Accord. Here is how:
(1) Disconnect wiring from the lamp
(2) Remove the rubber cover (you'll see two flaps on the rubber cover on top and at the bottom; use them to hold on to it, and just pull it out).
(3) Loosen the screw that holds the clamp that secures the bulb.
Do NOT completely remove it.
(4) Remove the clamp that secures the bulb.
(5) Remove the bulb by pulling it out. Do not turn the bulb.
* Reverse the order to install a new one.

Driver's Side Note: I had to remove a plastic cover right behind the headlight by pulling out two plastic pins (for lack of a better term). There isn't much room; the touchest part is to loosen and tighten the screw. I had to use a flexsible (snake like) screw driver.

Passenger Side Note: I had to remove the coolent container. You can just slide it up.

I HOPE THIS HELPS SOMEONE. Thanks.

BTW, DO NOT TOUCH THE BULB GLASS. Just hold on to the end of the bulb.