If you still plan on flying the same day, you have a few options:
-You can just miss your flight and arrive at the airport late, they will almost always try to accomdate you on a later flight (usually on the same routing), especially if you "thought" the flight was PM not AM.

There are no gaurantees but a little charm goes a long way.
-At online check-in but after midnight on the day of your flight, you can try the "fly now" option on nwa.com to fly "not now." I have never gotten this to work for later flights but have heard tales of people who have.
If you are elite, either of those options should work for same day.
If you are trying to leave on another day:
-You can change your ticket but there will be a change fee plus fare difference.
-If you are in a fully refundable fare, you can cancel it and reticket.
There might be other options, but those are the only ones I can think of. Probably one of the worst situations, especially if its last minute.