Of course it's possible that some Russian nukes were stolen, and someone's been keeping them in a warehouse for the last 25 years, and we'd never know.
But I find it likely that if someone had stolen a nuke, they would have sold it, and the kind of people that would buy it would have used it by now.
I'm making two assumptions:
1. you don't steal a nuke unless you're going to sell it or use it
2. you don't buy a nuke unless you're going to use it (for blackmail or to blow something up)
And (2) would have been easily noticed.