Say I'm changing a flat tire on the side of the road and I lose the lugnuts to a wild bear. (Okay, it doesn't have to be a bear. Just say they fall into the storm sewer.)
Short 4 lugnuts, how do I get home?
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You definitely don't want to hack a replacement for lugnuts, since it's a major safety issue. What you really need is more lugnuts.
Luckily, you have some! Take some off the other wheels, and evenly distribute them between all four wheels. Since most consumer vehicles have 4-6 nuts on each (heavier vehicles tend to have more), you should be missing two at most from any wheel. Any you're missing two from, make sure the missing nuts aren't adjacent around the wheel.
This should be fine as long as you aren't at maximum capacity for your vehicle (weight, not number of passengers). I wouldn't do this while towing or hauling anything, for example, and I'd probably try to stay below highway speed.
To be honest, unless you have another vehicle at home, I'd recommend first driving to the store to get some more lugnuts. Either way, take it nice and easy, and get some more nuts to replace them as soon as possible.
Note: If you have a very old vehicle (40+ years or so), the lugnuts on the left side wheels may be threaded differently from the ones on the right. If that's the case, you might just want to call someone for a ride, since you'd only have half the normal number of nuts on each wheel on the affected side.
Note: You should probably also do something about the bear before removing the other lugnuts. You don't want to lose them, too. And pick up some bear mace or something after you get it fixed.