As far as the likelihood of anything happening under any circumstances, I am not about to think I'm qualified to evaluate those risks. I'm not qualified to figure out what the likelihood of any nuclear incident. I couldn't get into those classes, since I did so lousy in physics.
However, I have thought some about what to do in case of an incident. How does one prepare for that possibility. Since I've seen the issue of a dirty bomb in NYC mentioned, it's something I've thought about mostly in that context, but also with looking at the remote possibility that someone could set off a small nuclear bomb. I also think that many of the thigns you would and could do to prepare for such an incident are the same things you would do to prepare in case of a chemical attack or spill, or in case of a nuclear attack or a pandemic. If radiation, poisonous chemicals or nasty viruses, bacteria or other organisms could be out and out in your area, knowing what to do and preparing for the possibilties is not a bad idea. How far you take your preparations may have some cost/benefit and risk likelihood analysis, but learning about about what you could do if it did happen right now, that may only cost you time.
And as James_Van_Artsdalen correctly recognized not panicing is key. However, knowing what to do goes a long way toward not panicing. I've seen panic. At first, you often see someone freeze and do nothing. Usually, they simply do not know the right thing to do. The brain freezes seeking information to make a good decision, but if the information is not there, that frozen brain is not usually going to do a decent analysis of the problems it faces. Once that , then you often see someone follow the crowd and stampeding off more potential danger than they would have been if they sat still.
Thinking about what to do "IF" helps avoid panic. Doing some homework helps too. Also, drills and other preparations help.