There is a variety of nuts used on vehicles. Slotted and castle (castellated) nuts are designed for use with a cotter pin. These are mainly used for various suspension and wheel bearing fasteners, where it is extremely important that the nuts do not work loose.
Other nuts have a self-locking feature. A soft metal or plastic collar inside the nut is slightly smaller than the bolt threads. When the nut is turned down, the bolt cuts a thread in the collar and the collar material jams in the bolt threads to keep the nut from loosening.
Still other varieties of nuts include jam nuts and speed nuts. A jam nut is merely a second nut which is tightened against the first nut in order to hold the first nut in place. Jam nuts are widely used where an adjustment is involved. A speed nut is a rectangular piece of sheet metal that is pushed down over a screw or stud.