Some drums (and rotors) have a set of bearings housed within them that hold them to the spindle. You can often spot these by the bearing cap in the center of the hub assembly.
You remove these in a very different way than the methods mentioned above. With this type of setup, you need to remove the bearings in order to remove the drum or rotor. After you do this, it's a good idea to clean and service these bearings once you're done with your brake work. It's also a good idea to replace the bearing seal at the same time. Here's a video on the process.
One last note here. If you have a tapered roller bearing set up on your drums and you’re having trouble getting the drum off because of the rust ridge or some other issue. Bolt the wheel back on and remove the drum and wheel as an assembly. In fact I often just do it this way to save time. You don’t need to remove the wheel from the drum with this set up to service the brakes. Wouldn’t you rather just remove one center nut instead of a wheel and a center nut?