This is one of several questions in this tournament related to nuclear proliferation, force sizes, or yields. See here for a list of such questions and some discussion of these topics.
Much of the concern around nuclear weapons is centered on large-scale nuclear war resulting in nuclear winter and/or the deaths of a large percentage of the world's population. But nuclear proliferation and the increasing ease of developing nuclear weapons may also increase the risk of smaller conflicts and catastrophes, which could be important in themselves and could perhaps trigger larger-scale conflicts.
To date, there is no known incident of a non-state actor having control of a nuclear weapon, but there have been numerous close calls. In 1994, the US successfully extracted 600kg of weapons-grade uranium from an unsecured warehouse in Kazakhstan, and the IEAE reports frequent incidents involving theft or unauthorized posession of weapons material. Al-Qaeda and ISIS are notable groups who have interest or intent in acquiring nuclear weapons
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