In the last decade, Pakistan and India have produced nuclear weapons openly, and are equipping bombers and missiles with them. Iran and North Korea are also trying to develop nukes, and may succeed any time now. But that does not immediately make them a nuclear threat. You need a light weight nuclear weapon for a missile warhead to really be a threat. Such a device also has to be very rugged, in order to withstand the stress of missile take off and re-entry. The weight issue is not easily solved. It took the United States about two decades of work, and lots of testing, to get the weight of a nuclear warhead down from five tons to 128 pounds. This lightweight device, the W-48 warhead, was used in 155mm artillery shells. It had a yield of only .072 KT (72 tons of high explosive), but this was still several thousand times the explosive effect of a normal 155mm shell. At around the same time, the W-44 warhead, weighing 170 pounds, had a yield of 10 KT (thousand tons of high explosive equivalent, two thirds the power of the Hiroshima bomb). The smallest nuclear warhead ever developed (the W-54) weighed 51 pounds, and was used in the Falcon air-to-air missile. This weapon had a yield of up to one KT. It was intended to knock down formations of Russian heavy bombers. 

Most of the missiles available to the new nuclear powers can carry a half ton warhead. The U.S. had such warheads in service by 1954. But to do so required a lot more scientific and engineering talent than the new nuclear powers have. In addition, the bomb developers were able to test their designs. While powerful computers make it possible to do "virtual tests," the new nuclear nations do not have access to the super-fast computers needed for this kind of testing. Perhaps more importantly, these new nuclear powers do not have access to the data from tests that were simulated, then run with a real weapon. In other words, you need to either do live tests, or have very expensive supercomputers, and the right software, to make sure your smaller warheads work. While China may have stolen a lot of the secret U.S. data on smaller nuclear warheads, it uncertain if any of that information has been passed on. In the end, you don't have to get worried about North Korean or Iranian nuclear weapons unless there is news of smaller warheads that work.