I've had luck in the past by applying a little heat as well - and then dousing with penetrating oil, brake fluid, etc. Sometimes they can be stubborn little devils and like many others, I've also have broken some nipple wrenches in the process. Hopefully you can get 'em broken free with out damaging them. I once had a stubborn one on an original 1861 Springfield that I ended up having to bore and use a "take me out" on. The biggest thing is to not get frustrated and cause damage to the internal threads - nipples are cheap compared to having to do a lot of work to restore nipple pockets on cylinders. Plus, don't be in a rush in spite of your desire to get it taken care of so you can shoot it. Let it spend some time soaking. Good luck!
If a pair of '51 Navies were good enough for Billy Hickok, then a single Navy on my right hip is good enough for me . . . besides . . . I'm probably only half as good as he was anyways. Hiram's Rangers Badge #63