There are quite a few missing nuclear warheads around the world.
The US has admitted to losing 4. One in the Indian Ocean that actually "rolled" off of an aircraft carrier deck. The one in the article. One lost from an fighter crash (what the hell they need to fly with real ones, I have no clue), and one for other reasons.
The Russians lost several nuclear submarines, including boomers like the Kursk, during the cold war. I think they had 3 cold war sub casualties, 1 to collision with a US submarine some time ago. Their entire crews, plus nuclear missles, are still lying in the frigid depths of our oceans.
Back in the late 60s, Nixon okay'd a plan to recover one of the nuclear subs that we knew had gone down. Our under water sub detection net (asnet, I think it is called), recorded its death throes, and so the US pretty much knew where it was.
The US (with quite a bit of help from Howard Hughes) recovered sections of the submarine in what has to be one of the greatest cold war espionage coups of all time. They also recovered a few Russian nuclear warheads.
Let me see if I can get lucky and find a source for this story on line...