There is some evidence that the Soviets pre-placed these so-called suitcase nukes in various places in the US, many years ago.
All the KGB guys have to do is sell the locations of the nukes.
We may never catch them smuggling them in, because they are alredy here.
Some of us have been toying around for a while with the hypothesis that Western North Carolina was the hiding place, and "the search for Eric Rudolph" was a cover story for the Fed's attempt to find them.