I guaran-damn-tee you that should one nuke go off in a western city it WILL NOT BE THE ONLY NUKE TO GO OFF. Development of nuclear technology is not something easily hidden. There will be tracks to follow, and persons/places held accountable.
Should the unthinkable happen, if an Islamic extremist group manages to build or acquire then set off a nuke... The "injured party" will have to, HAVE TO, respond in kind. Failure to do so would only invite further attacks. "Turn the other cheek" would not apply. The extremist's "sponsor" country would cease to exist.
Think it can't happen? Ask the Taliban or Saddam H. The means to wipe any single country off the map exist. And any country that sponsored nuclear terrorism would most certainly be alone. All that is missing is the motive and opportunity. A mushroom cloud over a western city provides both.
Although it's true that nuclear terrorists would most likely only have one sponsor nation, we have the means to completely annihilate entire continents simultaneously. ....so even if several nations are involved we'd be able to retaliate effectively.