The latest audio message from al-Qaeda, reportedly from Osama bin Laden himself, is only the most recent confirmation that the jihadist threat to the West remains real and deadly serious. But the fact that it could take the form of nuclear terrorism should be most worrying to citizens and policy makers alike. Where a nuclear attack once may have been beyond the capacities of stateless terrorists, that is no longer the case. One need only consider Khalid Sheik Mohammed (KSM), mastermind of 9/11 and chief operating officer of al-Qaeda, who revealed under intensive interrogation -- including the much-maligned tactic of...