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? Okay - I have something different on file here, let's update this and 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.
Talk Track: I'm looking into the tracking information here and it appears that the package was delivered successfully. Can I please confirm your shipping address? Okay, that matches our records. Is it possible that another member of your household or a neighbor picked up the package? That's okay, we can reship your order as a one-time courtesy.