kaled - 2:11 pm on Oct 31, 2010 (gmt 0)
And the first question the police will ask is, "when did you last see the parcel" and the reply is "I've never seen the parcel".
So in my opinion this is a case of theft by someone in your neighborhood and you should report it to the police.
The contract is with the merchant and the goods were in the custody of the courier. Reporting it to the police might be construed as acceptance of liability.
If there are CCTV cameras operating at the location then talking nicely to the operators might be a possibility but only to prove that the parcel was indeed stolen.