Iran and North Korea have managed to figure it out. Note that the concern/news around Iran is their ability to make fissionable material, and not their ability to build a bomb if they have that material. The principals behind the bomb are (particularly the WWII bombs) are not that difficult to figure out. You can find pictures and diagrams with a simple google search. Even in WWII the hard part was getting material, not the design itself.

Making fissionable material is also conceptually easy, but the process is tricky to do without killing yourself. Still Iran has figured it out from publicly available sources (and a lot of smart people). (as the other reply points out, the process is also leaves signs that other nations are likely to pick up on)

edit: I'm not sure if Iran actually has made a working bomb, but the general consensus is they have the ability. If they don't have one it is only because between diplomatic pressure and sabotage they haven't got that far yet - absent of those two they would.