Survive a Nuclear Blast - Wired How-To Wiki:
In a traditional nuclear exchange warning times might be as little as three to four minutes (for the UK and Europe) or from 15-30 minutes for the U.S. and Canada.
Air raid sirens (if they still exist in your community) and public emergency systems would be put to use to notify you of an impending attack. Do not ignore these! Even if you feel your community may not be at risk in a nuclear exchange you should still find shelter as only the enemy knows all of the targets that will be hit.
In a large scale nuclear exchange the tactic of using an electro-magnetic pulse from a high-yield nuclear weapon detonated high above a target country or area would most likely be used. This would cause all sorts of electronic devices to fail from cell phones to automobiles.
If you notice that all vehicles and electronics in your immediate area have failed all at once then it is almost a sure sign that a nuclear attack is imminent.
On the other hand, nuclear attack from a terrorist might come with little to no warning, in which case you must know what to do immediately.
In either case the following steps do apply.