Every now and then, your entire wheel could need to be replaced. This can be a frustrating experience for people, as they may actually mistake a broken wheel for a simple flat tyre, and replace the tyre, only to have that one go flat as well.
When wheels are under a lot of stress; through extended use of the vehicle, through poor quality roads, or through the improperly maintained tyres, the wheel frame could experience micro-fractures, which can leak air from the wheel, but will also reduce the safety of the vehicle, as the fractures can quickly be exacerbated by continued use of the wheels.
Replacing a wheel is, unfortunately, considerably more expensive than getting a tyre replacement. It is also something which will require an expert, so you should leave it to your mechanic instead of attempting it by yourself.