Assuming you've got absolutely no wiggle on it (including a bit of in and out movement) you may have to resort to brute force.
I had to wrap a duster around a bulb once and break the glass so I could then get a pair of long nosed pliers to the bulb base.
It might be worth a bit of WD40 before resorting to actual physical violence though.
Eta nputtnick beat me to it!
