Actually, submerging nuclear material in salt water may cause an explosion. The water acts as a moderator and reduce the speed of the neutrons so that they become
thermal neutrons (slower neutrons are more likely to be absorbed by the nuclei of an atom than fast neutrons) . If nuclear warheads on submarines are configured in the "cannon set up" as implied by Nyxos (I am unsure about the english name but I mean the one where a smaller mass is shot into the larger mass to reach critical mass) then it doesn't really matter since any neutron slowed down would already have left the nuclear mass. But the way water affect neutrons did cause some serious problems at Oak Ridge during world war 2.
Contact between Los Alamos and Oak Ridge was kept to a minimum by the military. The result was that the engineers planning the enrichment process used a method were uranium was kept under water. But calculated the "safe amounts" based on data from Los Alamos concerning the critical mass of Uran-235/238 in a dry environment. Luckily the physicists at Los Alamos managed to convince the military that they could not guarantee the security at Oak Ridge unless they where given insight in the enrichment process. Needless to say, they became quite shocked when they found out about the enrichment procedure

(this is based on the book "
Surely you must be joking Mr Feynman")