LPT: When a nuclear bomb goes off, very few people are so close that they're doomed no matter what. Don't submit to fatalism, take steps to prepare and you maximize your chance of survival

What to do if a nuclear bomb is about to go off near you:

If indoors: Fill bathtubs and any available bottles with water. Avoid windows. Check your phone for updates.

If in a car: Pull over completely, then go outside and see below.

If outside: Enter a building if possible. Avoid windows. If no buildings are available, lie facedown in a ditch or at the bottom of a slope. Do not seek shelter under or near cars. Check your phone for updates.

Edit: Many comments have correctly pointed out that phones wouldn't work near a nuclear explosion. However, if further from the blast, phones may still work and could tell you if the attack is over or still ongoing. In yesterday's incident in Hawaii, people found out it was a false alarm because of their phones.