These terrorists would first need the materials, which are next to impossible to acquire. If they had access to said materials they would then need to possess the know-how to build a nuclear weapon capable of causing significant damage.
FYI, the so-called "dirty bombs" we're told to fear would cause little damage and the fallout would be dispersed over such a large area that it would be ineffective and if clean up was swift, the fallout would be negligible.
I sincerely doubt there exists a group of terrorists with the resources to acquire nuclear weapons.
You people put too much faith in what you hear from your government.