The first thing you should do is check the delivery status of the order to see if it has arrived.
If the tracking information shows undeliverable:
Confirm the shipping address. If there was an error, you can reship.
Talk Track: I'm looking into the tracking information here and it appears that the package could not be delivered. Can I please confirm your shipping address? I will be able to ship out a replacement order as a one-time courtesy.
If the tracking information shows delivered:
Encourage the customer to check with family members and neighbors to see if they have the package. If not, we can reship as a one time courtesy.