Maybe, although remember there are a lot more players interested in obtaining nuclear weapons then just a few terrorists. And the best crimes are the ones no one knew were commited. Unsucessful criminals are over represented as opposed to ones that got away. I suspect the same is true for terrorists. Blowing up a building isn't going to achieve your goals, but blowing up a city might. After all, it's ended a war once and just the threat stopped another from ever happening. Also, even if the bomb itself is useless, it is probably worth quite a bit of money, more then the millions it would take to retrieve it (maybe thousands as technology improves? There are some in shallower water. In 1958 the government was prepared to retrieve a lost bomb, but never located it.) I don't honestly know a lot about nuclear weapons, but the materials in it, maybe even the design itself, would be worth something to somebody. Maybe said organization has the resources to salvage it, after all, they already had enough money to get it in the first place.

Even if no bombs go off, I wouldn't be suprised if the government eventually gets around to searching for them and finds they're not there. And there are other nuclear threats to. Although I can't find anywhere to confirm it, it was floating around the internet that up to 80 "suitcase nukes" are missing. This quote from wikipedia particularly distrubed me:

The highest-ranking GRU defector Stanislav Lunev claimed that such Russian-made devices do exist and described them in more detail. These devices, "identified as RA-115s (or RA-115-01s for submersible weapons)" weigh from fifty to sixty pounds. They can last for many years if wired to an electric source. In case there is a loss of power, there is a battery backup. If the battery runs low, the weapon has a transmitter that sends a coded message—either by satellite or directly to a GRU post at a Russian embassy or consulate.” According to Lunev, the number of "missing" nuclear devices (as found by General Lebed) "is almost identical to the number of strategic targets upon which those bombs would be used."

Lunev suggested that suitcase nukes might be already deployed by the GRU operatives at the US soil to assassinate US leaders in the event of war. He alleged that arms caches were hidden by the KGB in many countries for the planned terrorism acts. They were booby-trapped with "Lightning" explosive devices. One of such cache, which was identified by Vasili Mitrokhin, exploded when Swiss authorities tried to remove it from woods near Berne. Several others caches were removed successfully. Lunev said that he had personally looked for hiding places for weapons caches in the Shenandoah Valley area and that "it is surprisingly easy to smuggle nuclear weapons into the US" either across the Mexican border or using a small transport missile that can slip undetected when launched from a Russian airplane.

I will leave it at that for now, I'm not one of those paranoid people that goes around ranting about nuclear proliferation or whatever. If there really is a problem, there's not much we can do (except maybe try to get to those lost bombs first, or take anti-terrorism more seriously.)