Some of these lamp houses have stickers stating that the lamp was last changed in 2000. Others have stickers that say the lamp was changed last month...but with used bulbs. One of them was quite dark and appeared to be a little mis-shaped. Therefore, I am assuming that all lamps are well past average lifespan. I'm considering them all extremely fragile and dangerous. This presents a problem with this overtightened lamp because I do not want to "wrangle" the lamp itself in trying to "twist" the thing loose.
The lamp in question is 2kW mounted horizontally in a Christie console.
WD-40 was suggested, but I thought I'd check for your feedback before dealing with this. Will this pose any danger to the electrical fittings? If I were to do this, should I mask off the surrounding areas?
I'm also told that the nut might actually be welded in place due to arc-ing if the connection was loose. What then?
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And, hey! Let's be careful out there.
~Manny.
If the nut is welded to the bulb, you might have to partially dismantle the yoke, remove it from the lamphouse, smash the bulb, and extract the parts you need to get back into operation.
But before you have to go to that extreme, I would recommend you wait for more input, as some others may have had the same problem, and there might be an easier fix.
I just threw away a bottle of W-D 40 in a booth up here in Idaho
today!! Get rid of the stuff.
Mark @ GTS
www.getgts.com

In any event, I think Manny should make sure he has adequate bulb changing safety equipment, a new pair of skivvies, and some very good luck!
This lamp is XM2000W-HTP by Perkin Elmer...there's only one end threaded.
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And, hey! Let's be careful out there.
~Manny.

Also, try Gordon's method. I am sure he has done many of them that way. When you use a channel locks on the cathode end of the bulb, make sure you clomp the channel locks as close as possible to the end of the bulb prevent accidental depressurization/explosion by a fractured seal.
I'll show him these notes, though. I'm sure that he'll find them helpful.
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And, hey! Let's be careful out there.
~Manny.
Paul.
Get the worst of the danger done and out of the way so you can work on it without worry. The only thing to worry about would be glass shards, but if they stayed contained in the cloth "sack" you made there wouldn't be much to worry about. Just remove the sack of busted glass and tape over the sharp ends of the cathode.
You could work on it while it's inside the lamphouse that way. If you thought it would be better to disassemble the thing and work on it on a bench you could also do that a lot easier once the glass envelope is out of the way.
What's with the downer on WD40?? I know people tend to use it as a lubricant, which it isn't. But if it's used correctly it's very useful stuff. That said there are better penetrating oils on the market, but as a water dispersant it's hard to beat. Although I've only once used it for that in a booth. Insides of a lamphouse where rainwater had run down the extract, made one hell of a mess! It's also useful for cleaing off greasy gunge and I've found it good at removing splcing tape goo from splicers too.
Do you guys remove ot from booths to stop people using it as oil? The number of things I've seen ruined by this stupid idea! Lubricating oil is just that, WD40 is WD40, NOT lubricating oil.
WD-40 leaves a residue behind and over a short period of time, it gums up the works so it can't work unless you spray more on or in it. The more you use it, the more you have to use it. It does not belong in the booth. Too many people think it is a cure-all.
There are umpteen treads on this crap! It causes more problems than what it solves. Just simply throw it out.
Paul, I know it leaves a residue, that's what it's designed to do. The slightly oily residue was meant to be a preservative. But I can see that if you use it to unstick something, then fail to clean it off and lubricate properly you could end up with a sticky mess. Like the countless blower motors I've replaced because somebody 'oiled' them with WD40! It does have it's engineering uses, but unfortunately it seems many people don't use it as it was designed to be used. That is partially the fault of the makers these days, they seem to market it as a 'cure all'. Which it isn't. It makes a useful cutting lubricant if there's no proper stuff to hand.
I have seen more parts rendered useless with the use of WD-40. But rather to go into it, may I suggest you analyze the previous treads about that stuff? Thanks. 
That xenon lamp...the one that was welded in place...it exploded this morning during threading.
I'm glad I left that one alone. I had a bad feeling about it. Many thanks also to those of you who (privately) advised/encouraged me to err on the side of caution when dealing with this lamp. I had ultimately decided to leave this one for our technician from Miami, who has tons more experience than I do, and who was due to come over very soon. Alas, he was not called in yet because they are still awaiting parts he will need for other machines.
I'm getting ready to go out and take a look at the damage to the reflector. I may have a spare one on-site.
Any tips on handling the larger glass fragments?
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And, hey! Let's be careful out there.
~Manny.
It's sad to say but some people just won't listen to reason and have to find out the hard way that what you say is true. You just have to make sure that you cover your ass and somehow document that you told the manager (or whomever) that you said the lamp needed to be dealt with.
After one or two times of this they ought to start listening to you when you say something needs to be fixed. It's just too bad that there has to be a disaster or two before they start to get the idea.