I have played ww2 (the one that goes with the game) many times (especially with smaller civs: La Fayette only winner with the French AFAIK

). Never seen a nuke.
If you wish to see nukes (hundreds of nukes

), you play WW79 in the CiC series (La Fayette recordholder

, but it is only due to the fact that Xin Yu didn't finish his game... probably too busy preparing 'civmanager').