Might a nuclear-armed terrorist group or state use ordinary commerce to deliver a nuclear weapon by smuggling it in a cargo container or vehicle? This delivery method would be the only one available to a sub-state actor, and it might enable a state to make an unattributed attack. Detection of a weapon or fissile material smuggled in this manner is difficult because of the large volume and mass available for shielding. Here I review methods for screening cargo containers to detect the possible presence of nuclear threats. Because of the large volume of innocent international commerce, and the cost and disruption of secondary screening by opening and inspection, it is essential that the method be rapid and have a low false-positive rate. Shielding can prevent the detection of neutrons emitted spontaneously or by induced fission. The two promising methods are muon tomography and high energy X-radiography. If they do not detect a shielded threat object they can detect the shield itself.