The Black Market Nuke was a cut general's power from Generals 1. It was supposed to drop a nuke by plane; the same one used for the GLA's Anthrax Bomb power.
Only some remains of the code still exist in the game's codes, but it is possible to add this power back in via INI editing. However, it doesn't have its own button image and it is incomplete due to the fact it was cut out half way through development.
Another reason it was cut from development was the fact it would've been too powerful in-game.