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Turn off the light. Look for a metal ring around the light bulb. Cut away paint if necessary. Look for a screw or button. Test whether the collar twists or pulls out. Pry out the ring with a screwdriver. Remove a stuck ring.
Let the bulb cool to room temperature before you handle it. Many recessed fixtures hold the bulb in with a metal collar. These are often removable, but follow the instructions below to avoid damaging your ceiling. This is not necessarily the large ring that holds in the entire fixture, although it can be. Look closely for a second ring flush against the light bulb. If someone has painted over the ring, it may rip away pieces of drywall when you unscrew it. To avoid this, cut the paint around the ring with a utility knife, working it against the collar. Now try the steps below until you find one that works for your model. If you're lucky, your collar is simply held in place by a couple of screws. Some models have a small metal button, which you push or slide sideways to free the fixture. Some models can be twisted or pulled out by hand. Use light pressure only, unless you have confirmed this is the intended approach with a manual or the manufacturer. Here are two examples of light fixtures you can remove this way:  Modern recessed halogen lights often have a plastic collar with three tabs. Press your fingers against these tabs and rotate counterclockwise. Once you have access to the bulb, grip the base and the wire and wiggle them apart.  Some recessed LED light fixtures can be pulled directly out of the ceiling. Watch your fingers, as a sharp metal clip will pop downward from the edge as the fixture emerges. You can then unclip the bulb from the wire. Some older halogen fixtures use a small, toothed, metal ring with no special fastener. Carefully insert a flathead screwdriver in between the ring and the light bulb, and pry outward. There is a gap in the ring, so you can flex it outward and carefully pull it down with your fingers. Grip the base of the bulb and gently wiggle the two prongs out of the socket to remove it. Take care not to chip the glass with the screwdriver. If there is no obvious fastener for the ring, but it refuses to twist out, it may be jammed. Try gently pushing up on the light bulb with a couple fingers from each hand. If the bulb recesses further into the ceiling, press your fingers outward against opposite sides of the ring. Try to rotate the ring while pressing to improve your grip. If this still doesn't work, and your model has three small tabs on the plastic collar, grip one of the tabs with a pair of pliers. Push with the pliers as you push another tab by hand.