I think your memory is a little off... the news reports about nuclear weapons losses in the post-USSR were about the possibility of losses, not the known reality of any. Notably that the inventory systems were so poor that it would be hard to detect losses. There have been no authenticated cases of actual losses released by any official sources. That doesn't mean losses didn't happen (they could have been undetected, or unannounced).

There has certainly been scholarly work on the possibility of fissile material or even nuclear weapon diversion since then. But there isn't much evidence either way.

There are many cases of people caught trying to sell radioactive and nuclear material from the post-USSR. These peaked in the mid-1990s, but continued through at least the early 2000s. Most of these involved radioactive materials (e.g. "orphan sources"), some involved unenriched or low-enriched uranium, and a small number involved small samples of fissile material. Totally all of the amounts of fissile material together would be inadequate for a single weapon (mostly gram-sized quantity; the largest were on the order of 2-3 kg of HEU). There is one case in which 18.5kg of "radioactive material" that was attempted to be smuggled, but the details of even what the material was are murky.

The above tallies up what has been caught, not what has not been caught. So it is unlikely to be complete, unless you believe that the intelligence agencies of the world have a 100% detection rate. It also only reflects what has been reported, and it is clear that probably not everything has bene reported (and some of the things that have been reported, like the 18.5 kg I mentioned, are so murky as to be unclear).

Anyway, a very nice overview of what has and hasn't been done can be found in Robin M. Frost The Nuclear black market (Adelphi Papers, 2005).