It is common for wheel bearings on vehicles, that operate in winter climates and on salted roads, to rust to the point where they seize and cannot be easily removed. This is because rust develops on the metal surfaces between the steering knuckle and the wheel bearing. Removal requires penetrating oil, various hammers, and persistence.
Spray down the wheel bearing assembly with penetrating oil. Take a long flathead screwdriver and a hammer and tap into the space between the bearing assembly and the knuckle. Spray penetrating oil into this area after a few taps. Repeat this process every 20 minutes for an hour or two; the more times you soak the knuckle, the better the chance of separation.
Slide the flat-angled end of a prybar into the gap between the knuckle and bearing assembly and hammer it with a large hammer. Work your way around the bearing assembly in an attempt to loosen the rust.
Use a wheel bearing puller to remove the bearing from the knuckle. If penetrating oil and liberal use of hammers does not separate the wheel bearing assembly from the knuckle, use a wheel bearing puller. You can purchase these specialized tools from automotive supply shops, and some national parts supply stores rent them for free. The puller has three metal prongs that attach to a central threaded rod. Hook the three prongs onto the hub, then use a 1/2-inch socket to bolt down the center plunger, which causes the bearing to break loose.
Clean the knuckle mating surface with a metal wire brush, and apply anti-seize to ensure that the next time the hub bearing assembly needs to be removed, it separates easily from the knuckle.