Russian nuclear weapons, like American ones, have coded interlocks that prevent their detonation by a crazed individual within the Russian military itself, much less anyone who might steal one BUT, anyone who manages to spirit away such a bomb would presumably be able to partially dismantle it and hack into the code system at leisure... the bomb code is only meant to prevent the bomb being exploded while it remains in situ.
and.....what good are locks...they can salvage the weapons grade plutonium out of these things and make new ones.