I had this happen to me recently -- a package was marked "delivered" to my office building but wasn't there. I thought it might have been locked in our office building mailroom or delivered to the wrong mailbox slot, but I was able to catch one of the mail people (he picked up the mail, but didn't deliver it.) who checked, and it wasn't there. After that there were 3 things I ended up doing:
1) He gave me the phone number for 'customer affairs' in a local post office, they said it might have been a "bad scan" where it was scanned as delivered, but wasn't, and they took my info and number and opened a case.
2) I also opened a case through the usps website for delivery issues.
3) I then also went to the nearest post office in person with the tracking number and other information; they then sent me to a different post office in the city that manages the deliveries and said I should request to speak to a "zone XX supervisor" (at least in DC they have different zones for deliveries). When I went, no supervisor was there but they took my information and phone number.
I never heard anything back by phone or email, but 2 business days after I went to the post office in person, the package showed up in our mail slot in our office building.
All told, it was 6 business days after the false "delivery" notice for it to show up, but it got delivered.