Although there are LED indicators for AC circuits, typically the led itself can be seen and there is no plastic cover.
I would go with Nigel's assumption that this is a neon light or an incandescent light.
Nevertheless in this case the exact type is not crucial, so try looking at online sources for electronic parts (RS, Mouser, Farnell, Digikey) - search for panel mount light indicators and pick something of the right diameter (and voltage) - there are snap type like the one you show and there is the type with a locking nut.
Also any store for industrial instrumentation should have such.