No joke.  I had this once when I was in the trade and firstly we had to use an
oxy torch to remove 2 wheel bolts then we found the wheel - like yours - had
corroded to the hub flange.

Again heating with the torch expanded the wheel centre enough to allow a bloody
great whack with a 10lb hammer on a 3" sq strip of wood to jar the wheel free
from the centre of the hub.

When off clean away the corrosion and use copper grease to stop further
corrosion there.

Step 1.)  Remove the lug nuts. I like to loosen them then put the car on the
jack stands. I put all of this into one step because nobody would ever take
the lug nuts (lug bolts, as in the case of a BMW) without lifting the car at
some point.

Step 2.)  Use a large hammer and a block of wood -- place the wood against
the back (inside portion) of the tire and soundly smash the sh.t our of it
with the large hammer.

When you get down to taking the brake rotors off, you are going to need that
hammer and block of wood again.

I'm amazed at the brute force techniques people are suggesting.  Some of
them sound like an excellent way to destroy a tire or rim.

Jack up that corner of the car - loosen the wheel lugs. Retighten them
finger tight, then loosen 1 turn.

Lower the car. Start it, go in reverse about 1' and hit the brake HARD.
You should hear a "snap" noise from the wheel coming free. Repeat as
needed until it comes free (I've never had to do more than once..) The
lugs will hold it on so the corner doesn't fall down.

When it's off - clean the center of the rim, and the hub it sits on. Any
decent grease put around the inside of the rim center will keep it from
happening again. Do not grease the wheel lugs - they go on dry.