I've got a section in my book about how it's much harder for terrorists to get nuclear weapons than you might think. Here's some more interesting info, from the New York Times: It's also really hard for countries to become nuclear.
This beautifully-designed diagram (click to see it bigger) shows how countries have influenced other countries' proliferation of nuclear weapons.
Very few countries have developed the bomb by themselves in a vacuum. Most have relied on shared information or espionage. Despite over 60 years of existence, only 9 countries have the bomb (represented by the circles above). Since its creation by the U.S., those other 8 countries relied on scientists that migrated or shared information legally or illegally.
Also, a surprising number of countries have started nuclear programs and then stopped: South Africa, Sweden, Switzerland, Taiwan, Argentina, Brazil, Iraq, and Libya. (And former soviet republics Belarus, Kazakhstan, and Ukraine voluntarily gave up their weapons and transferred them to Russia.) These are the hexagons in the chart. Very few countries, in fact, even want nuclear weapons - they're expensive and draw too much heat from the international community.
The threat of nuclear proliferation is real - the boxes in the chart are Saudi Arabia, Algeria, and Syria, which are all possibly working on weapons programs, and Iran is a major threat - but it's not an epidemic, as press articles may sometimes imply.