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If you're talking about building one, it would almost be impossible to do. A uranium gun weapon isn't hard to construct but getting enough HEU, forming it into the proper shapes, and getting enough high explosive shaped charges isn't something that can be done by walking into your local Radio Shack. Building a plutonium bomb is much more difficult.

If you're talking about them buying a functional nuclear device, it is (very slightly) possible but the weapon would have to be maintained. Just having it sit around for a while would greatly reduce the chances it would function as designed. That is why the mythical "suitcase nukes" are not a threat. They have long since passed their shelf life. (True "suitcase nukes" don't exist but the smallest nuclear weapons require very regular maintenance in order to function.)