I had a whole 62cm full carbon road bike frame disappear on me (oh and there were a few other bits in the box too like a Manitou Black fork).
The courier's tracking got as far as the local airport then nothing. Thankfully it was insured AND the seller had other parts in stock so I got replacement bits very quickly. The second time I discovered the box in plain sight sitting outside the back dock of my work when I arrived on my bike in at 7am... no signature or anything required!
Needless to say I'll NEVER use those couriers again as I reckon either the driver or someone else made off with box the first time around.