Yep, been there done that...
Always use tracking with USPS just in case.
These people sometimes are brainless. I had one buyitnow a laptop on a Friday at 5pm, paid at 5:01pm and did a charge back Monday at 6am because he didn't receive the laptop... Man!!!
Another one who required signature delivery and 3 times FedEx showed up and no one was there to sign. A free red for me + full refund etc... Man!!!
One lady once complained I scammed her. She did a charge back because the item didn't showup. We had the tracking number, proof of delivery from UPS (signature, it was a pricy item). She continued to blame us, stating we were working with UPS to scam honnest people... Paypal freed the funds but then informed us that she did a CC charge back. Fortunately we got coverred by PayPal $2,000 seller protection policy.