I had a similar problem with Fed Ex. I was waiting to receive some loan documents (for refinancing my VX oddly enough) and the just never seemed to show up. I called the people back that were doing the refi and they said that fed ex returned them saying that the address was invalid. I double checked the address that they had and it was correct. I told them to ship the documents UPS or USPS the next time. They arrived UPS a few days later.

Fed Ex may be great if you are sending from a business to a business, but sending to a home address, they are the absolute worst at finding your address. It's like they don't have access to mapquest or something.