Well thats true. Might be more something for when or if you manage to bring the nukes down in size a little bit. Im not an expert on that subject though so not sure it fits in the timeline. I belive the largest trucks had a 2.5 ton cargo capacity so you might have to use several of them and assemble the nuke on site

(yeah now we are talking really desperate).
You also have to think of how many of these trucks were in motion at the time in the allies lines. Checking them all would be both time consuming and impossible.
But the rest of the post is still true when it comes to stolen enemy ships & airplanes for example.