Let's clarify something technical here.
Thermonuclear refers to the use of fusion to gain more energy. It can be used for two things:
a) To make a really humongous bomb. High-yield more than 5MT.
b) To boost a pure fission bomb to get the same amount of energy in a smaller package.
Almost all modern nuclear weapons are of the b) sort. They are all thermonuclear but they are small. A pure fission device (Little boy, for instance) is physically large for the boom you get.
That said, most of the weapons do not use thermonuclear energy as a main source. The thermonuclear reaction produces copious neutron which boosts the fission part. The weapon is still primary a boosted fission device.
Type (a) high-yield weapons are scarce things. The US, for one, does not have any, the Russians not many and they have a specific bunker-busting role. They are also physically large devices and hard to steal.
(b) type weapons are much more common. This is the threat, but they are still thermonuclear.