Some of my Horror stories:
USPS delivered my DC Direct Black Canary figure to the neighbor's house. They open it because they do alot of online shopping. Since it was delivered to them, they thought it was theirs. It was really amusing when the old lady next door brought me a figure of a buxom, fishnet hose, leather clad female figure.... and had to apologize to me for opening it. I think she felt dirty.
UPS delivers my Hulk Bowen bust (back when I paid around $100 for it)....to the factory down the road from me. They opened it. Then brought it to me. A week later. Fortunately they thought it was for one of my kids, and were honest enough to bring it back.
Fed Ex perpetually attempts to deliver my stuff next door. That is, when they're not trying to smash it into pieces in its entirety. Its clear to me that Ace Ventura has delivered more than a few of my Sideshow products.
I am not sure who delivered it, but I ordered a comic once from Wizard... that the mailman left propped right next to the front door. Instead of ringing the doorbell. In the pouring down rain. Even though we were all home, as it was Saturday. I found the book floating. yes, floating in a gigantic puddle. Joyous rapture.
There are many more but fortunately I have forgotten them. This is why, when ordering online, I always pay for insurance. If I am ever selling on Ebay...I make the buyer buy insurance with the shipping. Because a lot of delivery people are less than concerned about the packages they deliver.