Most people will know this, but for any who don't:
The older screw on drill chucks, for non reversing drills, had a male 3/8 UNF thread. Normal Right Hand thread.
The newer ones on drills that can reverse carry a left hand threaded screw in the bottom of the chuck This is to prevent the chuck unscrewing when the drill is operated in reverse. Open the jaws fully, and it becomes visible. Rotate the screw (clockwise ) to remove it.
These chucks carry a 1/2 UNF thread. Again, a normal Right Hand thread.
The removal method in both cases is to insert the chuck key into one of the holes, and give a smack with a mallet, so that the chuck unscrews.
If the chuck is fitted to a Jacobs taper, (various types and sizes ) wedges, of the appropriate size are need to prise the chuck off the taper. Wedges are available from some of the usual M E suppliers, such as Arc Euro Trade.
Just place the wedges, in opposition to each other between the chuck and the body, and squeeze the wedges together in the jaws of a vice. The chuck should then come off.
HTH
Howard