Have you ever seen the movie "Jaws"? At least part of the story is there in the film.

I am not sure how the parts for the bomb made there was to San Fransisco, but hopefully someone else can add that in.

It was in San Fransisco that the parts for the bomb and the enriched uranium were secretly loaded on the USS Indianapolis for transport to the island of Tinian in the Northern Marianas (right next door to Guam). The Indianapolis left San Fransisco and sailed to Pearl Harbor and from there sailed secretly and unescorted to Tinian where the bomb was assembled and loaded onto the Enola Gay (there is an interesting monument to the whole thing on Tinian).

So Jaws.... after leaving Tinian the USS Indianapolis went down to Guam and from there sailed alone to join the fleet at Leyete Gulf; however the ship was torpedoed by a Japanese submarine. Over a quarter of the crew went down with the ship; another half died in the waters after the ship sunk as they had little food, little water- sailors began hallucinating and- as relayed in the movie Jaws (and Shark Week on year)- the survivors suffered numerous shark attacks as they waited to be found. Out of a crew of nearly 1,200- only 317 survived- most having died from exposure to the elements and dehydration; no one knew what had happened to ship for several days and even then the first rescue came from a lone seaplane that landed in the water near the survivors and did its best to help them out while larger ships eventually sailed to their aid as well.

They broke the bomb parts in several distinct, secret shipments code-named BRONX (irreplaceable parts, like fissile material) and BOWERY (parts that could be replaced within several weeks, like the other components of the bomb).

Most of the heavy components — the non-nuclear parts for the gun bomb (with many spares), and the ~80 lb high-enriched uranium "projectile" for the Little Boy bomb were from Los Alamos to Albuquerque on July 14st, in "a closed black truck and seven cartloads of security guards" (Rhodes, Making of the Atomic Bomb), and from there were flown to Hamilton field in San Francisco in two DC-3s. There another security convoy moved them to the USS Indianapolis at Hunter's Point, San Francisco, and which left for Tinian on July 16th (just hours after the Trinity test was completed). The containers were welded to the deck of the Indianapolis and kept under 24-hour armed guard.

The Indianapolis arrived at Tinian on July 26th (apparently a record run) and unloaded those components. (And was sunk soon after, although I would maybe not emphasize the danger to the bomb here, since the sinking took place in a much more dangerous zone than the transport route.)

The ~55 lb uranium "target" was shipped in three pieces on three different, otherwise-empty C-54's; they arrived on Tinian on the 28th and 29th of July (the last at 2am).

Several non-nuclear parts for several plutonium bombs were sent on five C-54s from Albuquerque, arriving by July 23rd. The plutonium pit and neutron initiator of the Fat Man bomb was transported on a Command C-54 from Albuquerque to Hamilton Field in California, and from there to Tinian on two B-29s, arriving on July 28th. The final ballistic casings for two plutonium bombs arrived on July 28th.

So, we might summarize: many components were purposefully shipped separately, both as a matter of logistics (they didn't have everything ready at exactly the same time) and redundancy (if one shipment failed, they will not lose everything). The security mostly consisted of having guards, quiet convoys at night, and the dedicated transport methods in all cases other than the Indianapolis. The whole thing was done with code-names and secrecy, as with the rest of the bomb project.