Yes, a few. Search for "lost" and "loss" on this page and you'll find a few. In some cases, it is not always clear whether the weapons had nuclear cores in them, and in some, it is only components that have been lost (e.g. the secondaries of multi-stage weapons). A brief, probably incomplete list:

• 1956 Mediterranean sea crash — two cores lost
• 1958 Savannah, Georgia crash — H-bomb lost, potentially without core
• 1961 Goldsboro crash — secondary unrecovered
• 1965 Japanese waters — a plane carrying an H-bomb rolled off of a carrier, was never recovered
• 1968 Pacific ocean — a submarine, the USS Scorpion, sank for reasons unknown, with two nuclear torpedos

We know the general area of these bombs.

This just includes known and admitted-to US losses, and the US is by far the most transparent nuclear weapons state. You will notice that many of these involve the flying around of live nuclear weapons, which is something the US did extensively in the late 1950s/early 1960s. If you don't fly nukes around, then your planes with nukes don't crash, etc. So other countries may or may not have better safety records.