As long as we're talking about worst delivery stories:
I was having trouble finding a physical copy of Shin Megami Tensei V around the time it came out, so I decided to order a copy online because even with express shipping, it was still less than buying a digital copy and I'd have the cartridge. The express shipping said it would take 3-5 business days through a courier named Toll. On the third day, Toll said my parcel was out for delivery, only for it to end up back at the depot. I sent them an email asking what was going on and got a boilerplate reply, and the next day it went out for delivery again only to end up at a completely different depot. I stayed home that entire day and didn't see anything that could be a delivery vehicle.
At the start of the fifth day, I wrote another email to Toll asking what was going on, and they didn't even try to deliver my game that day. So after 5PM, I wrote an angry email... to the people that sold the game in the first place, saying that if they can't even select a reliable courier who will deliver packages in the quoted time frame, I'm not going to buy anything else from them. Managed to find a copy in a physical store that day as well, so at least I had a copy even if Toll lost the other one and refused to admit it.
So, the next day was a Saturday, and I woke up to find two emails in my inbox, one from the seller apologizing profusely for the inconvenience, and one from Toll saying that my package would definitely be delivered that day. And, what do you know, it actually was. So now I had two copies of the game, one of which had arrived extremely late, and as far as I can tell, only because the seller pressured Toll on my behalf - there's no way they'd deliver on a weekend just for an angry customer, but an angry seller could have threatened to go elsewhere to pressure them into it.
Moral of the story: complaining always works, iff you can find the right person to complain to.