The Economist reported last week that, if you are close in relative to the size of the explosion, nothing will help. But further away,
"An explosion would generate a fireball of light many times brighter than the sun. Do not look at it or you may go partially blind. Instead, do as the cold-war safety film featuring Bert the Turtle advised: duck and cover. Lie down, ideally underneath something. This is to prevent serious burns from a thermal pulse, or heatwave, lasting several seconds that will sear through the area, setting off fires. It is also to avoid shattered glass and flying debris as a blast wave, with hurricane-strength winds, follows..
"The energy from the fireball would draw a column of dust and debris three miles into the atmosphere for over ten minutes; its top will flatten into the cap of the mushroom cloud. During that time, blast survivors need to find shelter. Radioactive fallout—highly contaminated debris that settles on surfaces—follows. It is most lethal just after the blast. ..."