We have had aircraft and ground stations collecting the residual isotopes of every nuclear test since the nuclear age began. We can forensically track these back to the origin reactor/enrichment facility. These facilities also "leak" so we can figure it out. If black market, we and the original source nation (unless they want to be nuked) would probably be able to track down who it went to.

Having a covert facility and deploying a weapon w/o any testing would be beyond the capacity of all but a handful of states.