The Russian report wasn't really an admission. It was a statement by a Colonel in the internal security forces, which was promptly denied by the Armed Forces responsible for the devices. Although no-one (without large security clearances at least) knows what the truth is, there is a strong reason to doubt the validity or at least extent of the threat reported, since the Colonel in question was campaigning for funds with which to rebuild the security forces to prevent this sort of thing happening. There was a similar report recently which said the KGB had hidden several of these in the United States, and an example was brought to show Congress- however, on close examination, it was revealed that the unit in question was an 'American mock-up of a potential Soviet device', or had been built by some Congressional person's staff as a scare tactic. No hard information on these mythical prepo-ed demodevices has ever turned up.

This does not mean to imply that there aren't missing nuclear devices. However, most of the reports along these lines have been a) from persons who stood to gain if they were true and b) unaccompanied by hard evidence (like, say, inventory reports from onsite).