I had montezuma nuke my 2nd city once with 2 nuclear missiles and he took it off the map.
On the plus side, I found out Bomb Shelters work really well, at least against A-bombs. It was the end of the game in a science victory, playing as Spain. Napolean had been my nemesis the entire game, so once the last rocket piece was finished, in a fit of delicious spite, I decided to buy some nuclear missiles and mess 'im up a wee bit as a grand finale.
I laid waste to three of his cities bordering my outlying 'citadel' defensive city, just to see them burn. And of course I couldn't help torpedoing some of his ships, as well- those nukesub sailors get testy if you don't let them sink
something once in a while... and my modern armor guys needed a workout too, of course.
So, before I knew it, it was 2-3 turns later, and I still hadn't bothered to build the rocket. About then, Nappy had moved a bunch of airplanes and a handful of Atom Bombs up to the front, and he decided to launch a tit-for-tat nuking of my citadel city. Over the course of two turns, he dropped at least 3 A-bombs on it (could have been more, not sure, as I play with quick attacks turned on), before I took out the city he was launching them from and all that was in it. Without it, my city would have been lucky to be left with 2-3 population.
The A-bombs reduced the city health to less than 1/4, even being a late-game city with a defense of over 170... but the population only went down from 17 to 13, which was a pretty darn good testimonial to the effectiveness of the bomb shelter, at protecting your most valuable assets.