I tried to remove to replace the shower head stem. It was so old it broke off at the threads inside the wall in the fitting. Any suggestions?

Tape up one end of a hack saw blade to make a handle. Use the hack saw blade to cut what remains of the pipe inside the fitting longitudinally. Cut through or almost through the pipe only. Don't cut into the threads of the fitting. Use a very small flat bladed screw driver or a scratch awl to pry the pipe inward, then remove with needle nose pliers.