The only reason nuclear weapons are easy to pinpoint is because so few actors are capable of making them. If you had one you could load it onto a semi truck, drive into the middle of New York or Moscow and detonate it, with all evidence conveniently destroyed in the blast.
Keep in mind that there are nuclear detection sensors deployed throughout the US and if you tried to roll a nuke-containing semi into New York, there would be a heavily-armed team trying to intercept you[1].
Supposedly[2], they are sensitive enough that it's untenable to transport enough lead around to shield it.