Old Russian (Soviet era) nuclear warheads aren't getting onto the black market because you may be able to steal them, but getting them to work is much more difficult. Russian nukes are more high maintenance than most, and after as little as six months without tinkering and replacement of worn parts, the bombs no longer work. There's also a problem with the PAL (Permissive Action Links) codes. Without the PAL, you can't get the nuke to detonate. But more critical are the electronics and batteries, most of which are custom made, and the tritium booster material, which is always rapidly losing its unique ability to "boost" the initial reaction that makes the radioactive material explode.
Of course, if you could assemble a team of nuclear weapons engineers, you might be able to revive a "dead" nuke. It's this prospect that made counter-terrorism officials nervous when al Qaeda recently made a public appeal for scientists and engineers to join its ranks. It's known that some Pakistani nuclear weapons experts have a favorable opinion of Islamic radicalism, but these fellows are closely watched. Bottom line; it's not impossible for Islamic terrorists to get their hands on a Russian nuke, that is in working order. But it is very difficult.