http://mentalfloss.com/article/17483/8-nuclear-weapons-us-has-lost

Feb 5, 1958 a B47 Bomber on a training mission off the coast of Savannah, GA struck a fighter jet.
The bomber dumped its payload, a Mark 15 nuclear weapon.  - 4 megatons.
It has never been found.
http://www.ulive.com/video/a-bomb-goes-missing?affiliate=blocker&omnisource=SEM&c1=TravelChannel&c2=Outbrain&c3=Computer&c4=A-Bomb-Goes-Missing
http://en.wikipedia.org/wiki/Mark_15_nuclear_bomb
http://en.wikipedia.org/wiki/Mark_15_nuclear_bomb#Dropped_and_Lost