Some locking nuts have a loose outer collar that spins freely around the body of the nut. That is deliberate. Anyone attacking it with grips, a socket hammered on or a chisel gets nothing but a collar turning uselessly in their hands while the nut underneath sits still. It is a genuinely good design against theft. It is also the design that causes the most trouble when the key goes missing, because the obvious trick of gripping the outside of a nut is precisely what it was built to defeat.
Removing one means reaching past the collar to the part that actually turns. That is an extractor, a reverse threaded socket that bites into the nut body as it is turned anticlockwise, so the harder the nut resists the tighter the tool holds. It has to go on squarely and be worked slowly with a bar rather than an impact gun, because everything you apply travels down the stud. Done with care it comes away with the alloy unmarked and the stud sound. Done impatiently it takes the wheel face with it or breaks the stud, and a straightforward call becomes a workshop problem.
Over-tightening is the other half of the problem, and it is nearly always somebody else's fault. We bring extraction kits designed for exactly that failure to Montagu Square or wherever you have stopped, get the nut out with the alloy protected, and carry on with the tyre work you actually rang about. Tight in Devonshire Street, easy in Portman: neither stops the job. Level in Portman, sloping in Montagu Square: we set the car straight first.

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Finding out the key is missing tends to happen at the worst possible moment, with a tyre already flat and the car sitting in a bay you cannot afford to give up. Around Baker Street and the streets running off it there is nowhere to push a car to anyway. The extraction tools and the tyre stock arrive together, so the nut and the tyre are one visit rather than two appointments.
It had been going on slightly loose for a while and finally gripped nothing at all. Inside it, the splines had been rounded off by an air gun on some earlier visit. The nut itself was perfectly sound. An extractor took it off and a plain nut went on so the tyre work could carry on.
A car bought secondhand with no key in the boot and no record of which pattern it took. The collar turned by hand, which rules out most improvised approaches straight away. An extractor sized to the body did the work in a few minutes without marking the alloy face around it.
The ordinary nuts came away in seconds while the locking one stalled everything, on a permit bay off Marylebone High Street. Working at the kerb makes no difference to this at all, since the extractor and the bar are the same tools wherever the car happens to be standing.
No, and most people ringing about this have already established that theirs is missing or rounded. Bring it out if you have it, since a key that still bites saves a little time, but the extractor works off the nut itself and does not care whether a key exists.
Not where there is room to work and the tool goes on straight. The extractor sits on the nut rather than on the wheel, and the recess most nuts sit in gives clearance. Where a wheel has an unusually tight pocket, you hear that first rather than halfway through.
A plain nut, so you can drive away immediately, and running one ordinary nut among the rest does no harm. Where somebody wants the theft protection restored, a new locking set with a single matching key can go on all four wheels instead.
The car does not need a ramp for this. The corner comes up on a proper jack, the wheel stays supported, and the extractor is worked with a bar while everything is stable. All of it happens where the car already is.
Usually corrosion between the nut and the stud thread, helped along by winter salt and by the nut having been done up far tighter than intended. Penetrating fluid and a bit of patience deals with most of that before the extractor goes near it.
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