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It's easier than you think.
1. make a ball of fissileable U-235
2. shoot another piece of it at the ball, utilizing normal explosives and a gun-like barrel/canister/reaction "chamber"
3. press the detonator
However, the problem here lies in that refining bomb-grade U-235 from regular U-238 ore requires a huge amount of power and safety equipment. For just a recreation of Little Boy (arguably the simplest device) you need at least 2-3 power plants worth of power plus a trainload of ore. This will produce just enough radioactive material to safely load onto a flatbed trailer. The facility also requires special containers for the U-235 so you aren't killed by the radiation it emits.
For a country or even a large city, this is not such a problem as evidenced by the nuclear weapons programs of third world countries (India, Pakistan, and North Korea). But it's difficult for a private group or individual to build them. Thus it's not done.
At least that's the case using modern technology. If you could figure out a way to refine Uranium without magnets then you'd probably be given a Nobel prize.
