I would guess that it is a problem with usps. I often do not get my netflix dvds, or if I do they have been opened by someone already. I am home when the mail comes, so my guess is that a postal person is opening them and checking for good dvds. It's funny, if I ever request a current popular movie, then that would be the one lost in the mail, but if it's an older classic or an exercise workout, they are sometimes opened, but still delivered to my house!
Recently I also had an insured package stolen/lost by usps, so I don't much care for them anymore.