The trafficking of fissle material from the newly independant states of the former Soviet Union is well documented. With so much nuclear material being smuggled out of the former Soviet Union it is reasonable to assume that an entire device or devices may have been smuggled out as well.
By whom?
Every time such evidence is "documented", the US Govt refutes its' validity. So, one could just as easily state that such evidence is "not founded". Depends on who and what YOU want to believe.