Building a nuke is very hard - consider all the trouble various countries, such as Pakistan, have had building nukes that even work...

Thus in large part, the answer is they, as in "terrorists", likely don't have any.

The U.S. is actively pursuing mini-nukes ... that technology will likely be used against us eventually - to date, the lack of materials and difficult of construction have been barriars - mini-nukes making bridging that gap much easier ... the mere technology to build a working nuke with less fissionable material alone greatly lowers the bar; research into using less commonly used, but more widely available, fissionable materials, such as Neptunium and Americium.

Not all hope is lost - not sure how much effort is going into it, but technologies DO exist to detect various types of nuclear activity (not all of it can be contained; even ordinary, well shielded nuclear reacters have some nuclear emissions) from relatively far distances - even part way around the world!

If such detection methods can be developed/utilized in time, it's likely many potential nuclear attacks can be averted ... thing is though, the U.S. govt has a long record of spending little money/effort on prevention ...

Until something bad happens, it's likely the U.S. govt won't do much - hope I'm wrong, but after seeing what's happened since 911, it's not looking promising - many of the terror laws/resources are being used for various non-terrorist related things, such as raiding medical cannabis clubs, etc.

Ron