The Soviet Union (and America) made hundreds if not thousands of tactical nuclear weapons. These were very small; you could put many of them into a single standard shipping container.
During the 90s there were persistent rumors that some of these had been "lost", but as far as I know these rumors were never substantiated. If in fact these weapons didn't get stolen/sold, we probably have numerous intelligence agencies to thank.
Not sure if it was just operationally unfeasible to move something like a ballistic nuclear weapon, but from what I can gather, it was one of the few things that wasn't sold off en masse after the collapse.