Most people would be very surprised to find out how many nuclear weapon related accidents there have been, including a few "Empty Quiver" events. A few of the bombs have never been recovered. The most famous of these is the Tybee bomb. In the late 50's an air collision lead to a bomb being lost into a swampy area near Savannah, GA. The army couldn't find it so it is still there somewhere. There were also 3 bombs lost in North Carolina near Greensboro. Pieces of the bombs where never found and fell into the underground water table. The army bought the land so no one could get to the pieces but they are still thought to be down there in the water.
Here is some interesting reading along these lines.....
List of military nuclear accidents - Wikipedia, the free encyclopedia and
Tybee Bomb - Wikipedia, the free encyclopedia