Most people have an entirely unrealistic idea of what a nuke does. Flying glass and debris, thermal radiation from the flash, and bits of building falling on you are much more likely to injure someone than straight vaporization. Duck and cover is a pretty good strategy.
Back in Basic Training we were taught variations on duck and cover, because it was realized that if you saw the flash and had time to register it, then you weren't going to be vaporized, and you had a bit of time to avoid the pressure wave and debris, so you should find some cover.