If this fark-linked article is to be believed, that's exactly what NASA did when it plunged the nuclear-powered Galileo probe into the Jovian atmosphere four years ago. The guy claims that the 144 pellets of plutonium-238 used to provide electricity for the probe not only survived re-entry, but held together long enough to be imploded by the atmospheric pressure of Jupiter's atmosphere.
While the concept of a nuclear implosion being triggered by atmospheric pressure alone is a staggering concept, it's definitely not out of the range of possibility when it comes to Jupiter. As I understand it, the pressures there are so great the planet is thought to be covered in thick layer of superconducting solidified hydrogen. However, I can't help but think that, considering the violence of the re-entry was utterly beyond any sort of design specification of Galileo's power supply, the pellets were simply scattered to the winds like dandelion seeds on a breeze.
Still, I suppose anything is possible. I mean, look at Al Gore...