I run a Champions game (well, mostly used to... it's on hiatus) where a group of highly motivated, and very lucky Terrorists managed to smuggle a small neutron weapon (stolen) into the nation's capital, York, PA (it's a long story).
Anyhow, to make a long story short, what was really going on was that the uber-villain was trying to cause a temporal disruption. The bomb, you see, is SUPPOSED to have gone off.
The terrorists, were not the ones that originally were to have smuggled the bomb in. These guys were not as competant, and therefore are much more likely to have been caught.
One of the PCs (also from the future, and yes, she knew this was bad), took the bomb and extra dimentional teleported, saving lots of people and erasing her own timeline.
One day the PCs will find out where that bomb actually went... *evil cackle*
Why does any of this matter? Well, what I'm trying to get at is that it all depends on how strange your game is going to be.
Maybe no one claimed responsibility because they're not from the same time or dimension. Heck, maybe all of this was done to produce the environment you have now. You have to ask 'why?'
Like I said, it all depends on how strange your game is going to be.