I have had two instances of packages being returned without me knowing about it:
1) There was this scale model kit returned to Germany, after supposedly lying at the post office for 14 days. I was never notified about there being a package to be picked up. I normally get an SMS message and snail mail when I get this type of package. All money lost on this order.
2) Blu ray disc ordered on Amazon, was mysteriously seen returned to Amazon in the tracking info available. I was never contacted with an SMS message about the upcoming delivery (which is common), nor did I ever receive a phone call about a delivery. I vaguely remember the cost was refunded, but i had to make a new order.
Sometimes, the door lock into my building at the entrance door at ground level is a little fiddly, and the mailman is known to put up a message from time to time about not delivering mail to the group of apartments for a week or two, if the lock seems hard to work with. The mail is then not delivered, and who knows when the land lord will find out about this and fixe the lock.