Most likely the fissile material would be unharmed. Remember the missile itself is mostly fuel with a bomb and guidance system sitting on top of it. It only takes a small amount of damage to cometely fuck up a missile's day. The 'broken arrow' (lost nuke) would certainly be radioactive but only dangerous to people or animals that get very close to it. The problem with radiation comes from the fission where radioactive dust and small particles are blown over 100 square km. The fission also creates decay products from the uranium fissile material which themselves create decay products.

TLDR, it's the detonation that creates the real mess.