When the Soviet Union broke up in the early 1990s, a lot of sophisticated military equipment and ordinance was available for purchase - whether sold officially / legally or on the Black Market.
You would have to ask how much control could have possibly been excercised over the security of their nuclear weapons during that time? Soviet nuclear weapons - including the lower yielding "tactical" ones - were deployed in countries which overnight became laws to themselves.
Add to that the fact that a primitive yet effective atomic bomb (e.g. of the Hiroshima type) is not that difficult to make. The major obstacle used to be getting hold of the necessary weapons-grade uranium to make the device. But with the upheaval that went on after the collapse of the Soviet Union, how much of that material went missing?
I am only surprised that a nuclear device has not already been used by terrorists. We all well remember a certain group of people that was deranged enough to crash an air-liner into a high-rise building in a terror attack. If they are crazy enough to do that, then they are crazy enough to use a nuclear device for the same purpose!