If you mean the threads are stripped, it is a tougher problem. If the flat faces on the nut are simply rounded down, driving a socket on will do the trick. Otherwise you are going to have to try something more difficult. First thought, if you have enough room, is a cold chisel and hammer, and try to split the nut off on both sides. Many wheels have the lug nuts down in deep wells, and this won't work there. You might end up trying to remove the entire wheel assembly (if it is a rear, you need to get the axle out if you can get enough room to get the c-clip out. It is not going to be easy. But if you can get the axle out for the rear, or the spindle off for the front, you might be able to chisel the stud flange off the back and then knock it out from the back.
Next choice is a drill. center punch the center of the stud, and then start drilling to drill the stud (and a little of the nut) out and the nut will then fall out. Knock the rest of that stud out and replace it.
Drilling is the easiest idea, but it isn't exactly easy...