I think that the tunnel shutdowns, etc. in NYC were to prevent attacks on bridges and tunnels (say from a truck bomb) as well and being a lockdown for a crime scene (difficult to leave the area).
The safest move is "out of the area" (like moving to another city). Barring that, know that effort will be made to prevent the detonation in the first place and that your death will be avenged will greater kiloton weapons.