There are many ways, the most important of which tend to be magic items and spells. The Swift Hunter feat allows a Ranger/Scout (among other things) to apply skirmish damage to crit-immune enemies if they're favored enemies of his. Favored Enemy: Undead is thus quite common for Swift Hunters.
I sincerely think the whole of 3.5 critical hits rules (and consequently, crit-immune monsters) has been extremely badly done. After all, those damage spikes really hate PCs, who WILL be on the receiving end at some point in their careers. Monsters couldn't care less, on the other hand: they're in the game to die a painful death ANYWAY!
My crit-houserules, should I ever get around to putting them down, would include the following:
Do away with bonus damage expressed in factors of multiplication on a crit - grant bonus damage dice instead, or some kind of debuffing effect.
Do away with all kinds of crit-immunity entirely.
Provide a method of avoiding crits not dependent on a confirmation roll. A Fort save on the target's part instead might work. Monsters crit-immune by RAW receive a bonus on that save instead of immunity.