Keep in mind that there are nuclear detection sensors deployed throughout the US and if you tried to roll a nuke-containing semi into New York, there would be a heavily-armed team trying to intercept you[1].
Supposedly[2], they are sensitive enough that it's untenable to transport enough lead around to shield it.
1. https://en.wikipedia.org/wiki/National_Nuclear_Security_Admi...
2. I have no inside info.