Nuke Bunker Busters
While the weapon itself may be able to penetrate a substantial distance before detonating and then sealing itself in there is still the issue that the weapons residue will begin to leach into the ground water. That will of course include all the "nasty" radioactive materials like plutonium, U235/8, Strontium 90 etc.
There is also the risk that one of these beauties might not go off on impact. In which case it could be salvaged and employed elsewhere. (Whoops I just pinched one of Mr Clancy's plots!)
Besides which similar results can be achieved by letting Saddam chuck scuds at Israel. I am sure Mr Sharon will be only to happy to oblige.