Lost in the mail?

[akktri.livejournal.com]

A bidder of mine ordered a comic book. I sent it in one of those `Duck' photo mailers with my return address printed on a sticker. I don't know if that was the problem, or what, but after several weeks the bidder claims to have not received said package.
Is it possible that someone somehow found a way to steal it from the mail? How do things `get lost in the mail' to begin with?
Or am I being naive?