From the Able Archer thread - unrecovered nukes.

[raketenjagdpanzer]

There are seven that I can think of off the top of my head that the US has lost: one off Yokosuka, during the Vietnam era, the Tybee Island nuke, a B47 went missing with four 3.5mt bombs (or maybe it was 4 totaling 3.5mt), a massive 24 MT weapon in South Carolina, in 1952 a B36 dropped it's payload during a training run over the pacific but the conventional detonators blew, probably blasted the (unarmed) core all over the place, so there's nothing to "recover" at any rate, then there was the Scorpion and the Thresher, both of which were nuclear powered and both of which were carrying nuclear torpedoes.

The Russians lost the missile sub that the Glomar Explorer picked up (most of), and there's one off of...Norway? they've lost that's leaking it's nuke torpedoes' contents slowly out, but that's all of theirs I can think of. I shudder to think what might be lying in peat bogs and so forth all across Siberia...