There's actually a shocking number of these weapons that are completely unaccounted for. They're presumed to be at the bottom of the ocean.
During the 1960s the US had this completely insane program whereby bombers would be in the air at all times with fully operable nuclear weapons. Not surprisingly there was a number of malfunctions on these aircraft that lead to atomic payloads being dumped so the crew could safely land, though I honestly have no idea where a "safe" spot to ditch a thermonuclear weapon is, armed or not.