I don't know much about how the USPS works, but here in Canada they attempt delivery ONCE, and then mail out a pick-up notification a day or two later if you weren't home at the time. Often, the notification gets lost in bundles of flyers or junk mail, and so the parcel just sits there for a couple of weeks, and eventually may get returned to sender.

I'm sure there must be a web site somewhere that you can input your ZIP code into to obtain the address of the corresponding office..

Cheers