The Black Market - It's amazing what you can buy!

 "No man is so foolish as to desire war and not peace.  For in peace, children bring their parents to the graveyard.  In war, parents bring their children to the graveyard." - Herodotus

 Interesting tidbit in the news:  The US Justice Department announced that it was filing criminal charges against a Japanese Yakuza crime boss.  The crime?  Selling weapons-grade Plutonium and processed Uranium Oxide as feedstock for enrichment.

There was also some Thorium-232, which is useless for making nuclear weapons, but could be bred into Th-233, which is useful for that...

Of serious concern is the Plutonium.  It's quite toxic and carcinogenic in addition to being weapons-grade.  A good lab should be able to determine where and when it was manufactured and determine the original source. 

Without having any facts at all, I'd immediately assume the original source of the Plutonium would be the Russian Mayak production facility.  This was the Russian equivalent of the Hanford site in the U.S.  

At the end of the Cold War, the Soviet Union fell apart, and nations that had been part of the Union found themselves the owners of Russian nuclear weapons - among them one of the most corrupt nations on the planet: Ukraine.  

US and Russian intelligence and military collaborated to scour Ukraine, remove the nuke weapons, and bring them to secure facilities in Russia - to prevent nuclear proliferation.  Those were the early days when the U.S. was capable of collaborating with Russia on important things.  Which is not to say the US wasn't trying to set up a puppet government in Russia to steal all it's resources - it was.  When that didn't come to fruition, Russia earned the wrath of U.S. oligarchs - mainly the oil/natural gas ones.

In any event, those nuclear weapons stockpiles were melted down and converted to MOX fuel for civilian nuclear reactors, to help an economically struggling Russia.  Good stuff back in those days. 

So the other assumption that I'd make is that some scumbag was able to make a deal with a poorly-paid or unpaid security guard and make off with a nuke during the interregnum between the falling apart of the Soviet Union, and the establishment of a functioning independent Ukraine.