Back in the 50s when there was an actual threat of a nuclear Holocaust the government lied to people and told them that duck and cover as well as nuclear shelters would keep them safe. They will do it again
Nuclear weapons are mostly hype.
To put it in NB terms.
Your chances of survival are radically increased by taking simple measures to protect yourself from direct exposure to the flash and radioactive fallout. The barometric destruction (pressure wave) is relatively minimal in all but strategic yield nuclear weapons. Even then - the main hazard is being crushed by the building or debris.
The actual vaporization radius of a tactical yield nuclear weapon (the only ones that will be detonated ground-level) is around a hundred meters. A theoretical detonation of a strategic yield nuclear weapon (several megatons) would have a vaporization radius of perhaps a kilometer (but those are not set to detonate at low altitude).
Surviving either of those is highly likely unless you happen to be one of the few unfortunate individuals caught in the zone where the heat from the detonation is most severe.
Your concern then becomes fallout. Soapy water has decreased surface tension and forms a more complete film across the fibers of clothing (such as jackets). Not only does water serve as a considerably effective and ready neutron absorber (helps to stop gamma radiation), the jacket and soapy water help to keep the radioactive fallout separated from your body. Preventing direct contact helps to prevent absorption of radioactive compounds into the body and allows you to strip clothing off once you reach a more suitable shelter without spreading dust everywhere (where it can be inhaled).
An underground parking garage (as far down as one can go) would make a very good fallout shelter - provided you use your first level as your decontamination level (contaminated clothing goes here, as well as any washing off of the body - layer some obstacles to air and dust at the opening if possible) and move your clean environments as far down and away from openings as possible. Separation from fallout and the use of dense objects as shielding are key.
Avoid drinking any water that is not bottled - move perpendicular to the winds once fallout has settled (assuming no emergency response) and then move upwind of the blast. Avoid eating or drinking from sources within the fallout radius (cesium 131 is similar to Potassium yet is radioactive, it will be taken up by plants and concentrated in many of the fruits and tubers) - be sure to identify the source of a river before drinking from it (only drink from a river that has flowed through the fallout area as a last resort - a few emergency consumptions will not likely lead to long-term harm - but regular consumption will increase the odds against you).
When you must move through the fallout contaminated area - move quickly. Finding an operational vehicle may not be a bad idea (getting out of the area in a few minutes of riding as opposed to a few hours of walking is quite possibly the difference between surviving to live a healthy life versus not). Contrary to popular belief - many vehicles will still function. Different nuclear weapon yields have different EMP wave-forms that couple into electronics differently. Vehicles closer to ground zero will be less likely to function - but your probability goes up exponentially as you gain distance from ground zero.
Granted - if it's an instance where North Korea successfully launches a nuclear missile on us - there will be emergency response and it will not be a near-apocalyptic scenario (even a full-scale nuclear exchange with China would be less damaging than a single hurricane).