Chances of an EMP device being used in our lifetime in absence of all out world war is slim to none. It is a Republican political fear tool used by one of those tools at a recent debate.
It requires significant resources to build and deploy. They have to be set off in orbit to work on a large scale. You'll lose a lot more than safe access when one goes off in this hemisphere. More likely, and with just minutes warning, is a solar flare. Those have happened a LOT over history, people just didn't know it. Basically an EMP for the whole planet and then some, those are even capable of damaging the atmosphere, even destroying it as we know it all together. Lots of nasty stuff operating with big numbers out in the cosmos, yes indeed. EMP weapons just mimic this on a smaller scale. Much, much smaller.
As far as I know, the US, maybe Russia, and if either of those two, definitely China, has an EMP weapon. China stole all our stuff when Los Alamos went up in flames several years ago --they definitely got our new stuff and neutron bomb plans. Some nasty stuff we don't even know about too.
Brings up a good point though, the safe guy here thinks you can get into them the old fashioned way and he's probably right --but how many old fashioned tools do you have laying around? Especially quality ones like a fire axe or hooligan tool? Most of my stuff plugs in or runs on batteries.