ELI5: The nuclear weapons black market.

So it's generally accepted that years ago, the USSR didn't have the best security around their nuclear weapons, some of them weren't well accounted for, and have ended up in the hands of other countries.

But how on Earth does a world leader go about 'seeking out' one of these? One does not just put an ad in the classifieds saying 'crazed dictator seeking nuclear weapons.