And they're surprisingly easy to make. A friend of mine, named Irwin Strauss, wrote a cook called Basement Nukes back in the mid-70s. In it he described the various approaches a layman can take to fabricating a nuclear weapon from scratch, using basic machine shop tools. The project isn't really as intimidating as you might think. After all, Yellowcake, U3O8, is simple to refine from raw uranium ore occurring throughout the world.
Pure uranium is easily, chemically, refined from that.
The tough part is to separate the isotopes of the uranium metal, but patience and diligence are the major ingredients. It's much as if you wanted to fabricate a gun from scratch. It would be convenient if someone would sell you the steel. But if no steel was available, you need only find a small iron ore deposit and refine enough to suit your purposes. It would take longer, cost more, and result in a lower quality product, but you and a few friends could get the job done.