I went to Walmart to look for these the other day and couldnt find any. By nuclear powered do you mean radiothermionic generator powered or nuclear reactor powered. maybe I looked in the wrong department.
Practically speaking, RTGs are typically useful for only one or two hundred watts, so a machine of this sort would likely have to use a reactor. On the plus side, it would only use a fraction of the shielding once in space or on the Moon.
It is a good question whether the reactor would be part of the tunneling robot, or just connected to it with a long cable, part of the train taking the tailings out of the tunnel. Until it was cannibalized for support members and pressure doors, the lander would act as a transceiver, powered by the reactor on a second cable.
Finally, Wal-Mart is not the place to shop for this, but you might try Caterpillar.