I was actually thinking fitting one or two inside a torpedo, and fire it off a submarine. Or construct self-driving torpedoes and launch them off of ships or aircraft carriers from a distance.

It's not as unlikely as you think. Groups like ISIS and AQ get funded from Saudi Arabia, and they're friends with people who can give them that stuff. State-sponsored terrorism. It's scary shit.

Stalin, Mao Zedong, Pol Pot, the Turks (killed Armenians and Kurds), the British (in some of their colonies), the Belgians (in the Congo), the Japanese (in China), the US (among others, against American "Indians") the list goes on and on.

Here you fucking go: http://en.wikipedia.org/wiki/Genocides_in_history

I think you're missing the point that you can just put uranium into a lead box and give it to someone else. You don't have to own a uranium mine to possess uranium.

You also have to realise that there are places in this world which are impossible to track and enforce nuclear non-proliferation. The UN recognizes they can't do anything about this (and it's laughable to think the UN would do anything, anyway).

The idea of nuclear non-proliferation is bunk. It's bunk because (aside from just propagating the founding countries' nuclear hegemony) it's completely unenforcable. There's also, within the NPT, the gigantic loophole which promotes the inalienable right of all countries to pursue nuclear energy. There's very little to stop anyone from using fissile materials from nuclear reactors in creating weapons.

I seem to recall that weapons-grade fissive material is harder to produce than it is to produce fuel for a nuclear reactor.
http://www.ccnr.org/plute.html
If you pay one guy per nuclear reactor to watch out for plutonium "harvest", you can pretty much keep an eye on the whole thing.
"The disadvantage of reactor-grade plutonium is not so much in the effectiveness of the nuclear weapons that can be made from it as in the increased complexity in designing, fabricating, and handling them."
^So "cheap" fissive material requires expertise and constant maintenance to make weapons from. Weapons-grade fissive material is hard to produce, therefore easier to keep track of.

Also from that piece;
"In short, reactor-grade plutonium is weapons-usable, whether by unsophisticated proliferators or by advanced nuclear weapon states. Theft of separated plutonium, whether weapons-grade or reactor-grade, would pose a grave security risk."

The (often off-site) secuirty in charge of securing these materials, also, overwhelmingly, don't realise they've been robbed until after the attack. This reports (link) talks about 22 instances of theft and goes on to say;
"What we do not know, of course, is how many thefts may have occurred that were never detected; it is a sobering fact that nearly all of the stolen HEU and plutonium that has been seized over the years had never been missed before it was seized"

Nuclear non-proliferation, like I said before, is unenforceable. When you're talking about NSAs (non-state actors, not the security agency), it's doubly unenforceable. Everyone agrees that AQ and other groups with the motivation could create a dirty bomb easily. Dirty bombs (which you just hide in the back of a van) render large areas uninhabitable. Nuclear terrorism is very plausible and a major international security concern.