This certainly is not what we want our customers to experience.
Since it shows delivered, please be sure you have checked any likely places the carrier would have left the package; front door, back door, etc. - in some instances even a neighbor. If you have checked all likely places and the carrier hasn't delivered it you can contact them directly with your tracking number or let us know and we would be happy to assist.
For your convenience here are the carriers contact information:
UPS: http://www.ups.com/content/us/en/contact/index.html
USPS: http://www.usps.com/customer-service/customer-service.htm
FedEX: http://www.fedex.com/us/customersupport/call/index.html
If the carrier can't locate the package we will get a replacement shipped out as quickly as possible.