I bought an iPhone 4 for my dad last year. They kept giving me a delivery date, so I kept staying home waiting for the package. The first time I stayed home, no one came. The second and third time, same thing. I'm a busy guy, and staying home all day once a week is really annoying. What happened was that Fedex sent it to the wrong shipping facility, so the iPhone never even got onto the right delivery truck. This unfortunately took them a month to resolve.
What really scared me was when they sent the iPhone to the wrong facility, the online tracking thingy told me that the item was delivered. The signature was some guy's name I didn't know. I don't know how this even happened, but it sure annoyed the hell out of me. I probably won't be using Fedex for awhile.
Give UPS a call tomorrow and see. They aren't 24 hours like Fedex, but you should be able to resolve your issue. Good luck