Nuclear reactors don't need water. You can build liquid metal cooled reactors. Metallic sodium is one such metal used.
Although some reactors have been built with liquid metal cooling, nearly all have been experimental reactors only. However, even in liquid metal cooled reactors, generally the turbine that actually generates the electricity is driven using a steam cycle (which uses water). So technically a nuclear reactor doesn't need water, but generally you want electricity out such a reactor (unless you are using it simply to generate transuranic elements)...
you can use the mercury vapor cycle or even a boiling sodium vapor cycle with a turbine. Both have a thermal efficiency advantage over steam cycle. Further more you can use either of those cycles in combination with a steam cycle thus creating a binary cycle that has a thermal efficiency above 50%.
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