In the United States, private ownership of nuclear weapons has been explicitly banned by the Atomic Energy Act since 1946. You can't even privately own a patent for nuclear weapons. There were arrangements in the 1960s whereby private organizations could contract with the government to set off nuclear devices (Plowshares), but the devices themselves would still remain under government control.

There is no evidence of any other, private acquisition of nuclear weapons.

Since people have been talking exclusively about the US, i'm hoping we can prod people to talk about nukes from other countries. Especially say post Soviet Europe. So could a nuke have been lost during the post soviet transition and if so/if not why?

Followup question, I remember hearing about Soviet brief case nukes being stolen or going missing in the late 90s. Is there any truth that these nukes went missing?

In the aftermath of the fall of the Soviet Union, was there ever serious concern that nukes might fall into the hands of e.g. terrorist groups?