The first question is WHERE it says it was delivered: does it say, for example, "fd" or "front door" because sometimes they'll mark that, even if they leave it at a side or back door. Does it say, "met customer woman"? Because that means it was actually given to a person.
No matter what it says, I'd check all the normal places (front door, side door, hidden off to the side under bushes, on porch swings) because sometimes UPS/USPS/FedEx drivers get creative when they leave packages. If you still can't find it, you can give them a call and see if they have more info, and then maybe start a trace investigation to try to locate your box.
I hope you find it.