Csdrhrt

In Germany, nuclear weapons are considered weapons of war, which are heavily regulated. In particular, under § 17 KrWaffKontrG, it is prohibited to develop or produce nuclear weapons or trade in them or acquire them from or leave them to another person or import or export them or transport them through the territory of the Federal Republic or in any other way take them into or out of the territory of the Federal Republic or in any other way exercise the actual control over them (my translation). Exceptions apply only to nuclear weapons controlled by the governments of NATO members, not to individuals.

If you happen to come into the possession of a nuclear weapon without breaking the law yourself (e.g. if you inherit it from someone who illegally built it), it can and certainly will be confiscated under § 24 KrWaffKontrG.

In the US there are a couple of laws preventing a private citizen from owning a nuclear weapon:

Possession of any radiological weapon is prohibited by 18 U.S. Code § 832 - Participation in nuclear and weapons of mass destruction threats to the United States (specifically paragraph (c))

(c) Whoever without lawful authority develops, possesses, or attempts or conspires to develop or possess a radiological weapon, or threatens to use or uses a radiological weapon against any person within the United States, or a national of the United States while such national is outside of the United States or against any property that is owned, leased, funded, or used by the United States, whether that property is within or outside of the United States, shall be imprisoned for any term of years or for life.

Even possession of nuclear material is prohibited without a license.
18 U.S. Code § 831 - Prohibited transactions involving nuclear materials It's a long convoluted law with references so trying to paste a relevant section is problematic.

In the UK this would be covered by both the generic Offensive Weapons Act and more specific prohibitions on explosives, but I'd like to point out that there is a specific ban on using them:

Any person who knowingly causes a nuclear weapon test explosion or any other nuclear explosion is guilty of an offence and liable on conviction on indictment to imprisonment for life.

http://www.legislation.gov.uk/ukpga/1998/7/section/1

42 U.S. Code § 2122(a):

It shall be unlawful, except as provided in section 2121 of this
title, for any person, inside or outside of the United States, to
knowingly participate in the development of, manufacture, produce,
transfer, acquire, receive, possess, import, export, or use, or
possess and threaten to use, any atomic weapon.

Following the trail through Title 42: As far as the U.S. government is concerned, only its Atomic Energy Commission and Department of Defense, or other government entities authorized by those agencies, can deal in nuclear weapons or their precursors. There is no provision in U.S. law for either DoE or DoD to permit a private person or entity to own "special nuclear materials" (i.e., those with military applications).

New Zealand specifically has the "New Zealand Nuclear Free Zone, Disarmament, and Arms Control Act 1987", which states in section 5:

No person, who is a New Zealand citizen or a person ordinarily
resident in New Zealand, shall, within the New Zealand Nuclear Free
Zone,—

1. manufacture, acquire, or possess, or have control over, any nuclear
   explosive device; or


2. aid, abet, or procure any person to
   manufacture, acquire, possess, or have control over any nuclear
   explosive device.

And interestingly further states that if you are an agent of the crown, you can't legally obtain or develop a nuclear weapon overseas either:

No person, who is a New Zealand citizen or a person ordinarily
resident in New Zealand, and who is a servant or agent of the Crown,
shall, beyond the New Zealand Nuclear Free Zone,—

1. manufacture, acquire, or possess, or have control over, any nuclear
   explosive device; or


2. aid, abet, or procure any person to manufacture, acquire, possess,
   or have control over any nuclear explosive device.

Which as I understand it means that not only is it illegal for an individual to obtain or develop a nuclear weapon, it is also illegal for the government to obtain one from elsewhere. There's some interesting history behind this act, since it came about due to opposition to nuclear testing in the pacific and the refusal of the US to confirm or deny that ships berthing in New Zealand ports had nuclear weapons or nuclear propulsion sources, and it led to the US suspending defence treaty obligations to NZ.

In France, the control of nuclear materials and facilities is governed by the part I, book III, title III, chapter III of the Defence Code. The article L1333-13-4 in particular deals with nuclear weapons (translation and emphasised text is mine):

II.-The offenses defined in sections I.1 and I.2 of the article L. 1333-9 (undue appropriation of nuclear material) and in the articles L. 1333-11 (possess, transfer, use or transport, outside the territory of the Republic, of nuclear material without authorization), L. 1333-12 (obstruction of control of nuclear material) and L. 1333-13-2 (provoking, encouraging or inciting anyone to commit the aforementioned offenses) are punishable by twenty years of rigorous imprisonment and a fine of € 7.5 million when they are in connection with an individual or collective undertaking with the purpose of enabling anyone to acquire a nuclear weapon.

III.-Constitutes a nuclear weapon, for the pursuit of the offenses mentioned in this article, any explosive device whose energy originates from the fission of nuclei of atoms.

In Switzerland, nuclear weapons count as War Material and in the War Material Act in Chapter 1 Art. 7.1 it is specified that

It is prohibited:

a.
to develop, produce, broker, acquire, transfer to anyone, import, export, carry in transit, or store nuclear, biological or chemical
weapons (NBC weapons) or to possess them in any other way; b.
to incite anyone to carry out an act mentioned in letter a above; c.
to assist anyone to carry out an act mentioned in letter a above.

2 The foregoing prohibition does not apply to acts that are intended:

a.
to enable the destruction of NBC weapons by the agencies responsible therefor; or b.
to provide protection against the effects of NBC weapons or to combat such effects.

3 The prohibition also applies to acts carried out abroad,
irrespective of the law at the place of commission, if:

a.
the acts violate international law agreements to which Switzerland is a party; and b.
the perpetrator is Swiss or is domiciled in Switzerland.

Therefore it is not possible to possess any nuclear weapons as a private person. Only the responsible agency can possess nuclear weapons in Switzerland and only when they intend to destroy it.

In the UK there is a law specifically forbidding possession of nuclear weapons, in addition to the one about using them mentioned elsewhere, the Anti-terrorism, Crime and Security Act 2001:

A person who—

(a)knowingly causes a nuclear weapon explosion;

(b)develops or produces, or participates in the development or production of, a nuclear weapon;

(c)has a nuclear weapon in his possession;

(d)participates in the transfer of a nuclear weapon; or

(e)engages in military preparations, or in preparations of a military nature, intending to use, or threaten to use, a nuclear weapon,

is guilty of an offence.

The next two sections say that you are allowed to have a nuclear weapon in your possession if the government gives you permission, and you can defend yourself from prosecution for possessing a nuclear weapon if you can show that you didn't know it was a nuclear weapon.

In general there are very tight regulations on the possession and handling of radioactive materials and explosives. I think that in practical terms, it would be extremely difficult if not impossible to legally acquire and possess even the raw materials out of which a nuclear bomb might be constructed. You'd need a potentially critical mass of fissionable material, and enough explosive to compress it into an actual critical mass. I can't imagine that storage of the explosive as an actual bomb (even without a nuclear core or a detonator) would be legal for any entity other than a nation's armed forces or a licensed arms manufacturer.

Highly Enriched Uranium (HEU) (unlike Plutonium) is not actually highly radioactive provided you don't let it get close to a critical mass. Unless it is explicitly added to general criteria based on the radioactive emissions from a material, it's possible that it might find a loophole in rules controlling radioactive substances. One can buy kilograms of depleted Uranium (DU). DU is only about four times less radioactive than HEU, but non-fissionable. There are materials safety regulations regarding Uranium chemical toxicity as well -- probably modest, a lump of DU is not significantly more dangerous than a lump of Lead. I'd happily handle either without gloves, but I'd want to wash my hands afterwards.

The specialist explosives, on the other hand ... mere TNT is tightly regulated, and you'd probably need a much higher-energy explosive than that. Actual nukes use TATB. Any attempt to acquire or ship TATB would almost certainly result in a visit from the security services rather than any actual delivery of material, because AFAIK it has no other uses.

In short, they'd surely get you on the details if they couldn't get you on the big picture. Just like Al Capone being done for tax evasion.