My bad UPS story is rather boring in comparison.
I have a C&R FFL. That's a Collector of Curios and Relics Federal Firearms License. It means I can buy rare or antique guns and have them shipped to me through the mail or carrier. Usually guns have to be bought in person and since I like older stuff, this was a boon to my buying habits. See a gun advertised online or in a catalog? Put in the order and I have it in a week or so.
Awesome.
Anyway, I found an old Swiss K31 rifle for sale through a distributor online. I put in the order and it was shipped via UPS. Stuff takes about a week to get to me, so I waited. A week and nothing. Two weeks; nothing. Three weeks, I call the company and they assure me it shipped. I checked the tracking number and it made it to a hub near my house, then nothing. I called the company back and told them what happened. They promptly reported it stolen and called the ATF. UPS stalled and hemmed and hawed, but once a Federal Law Enforcement agency got involved...well, I wasn't there, but it was reportedly pretty ugly.
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The company shipped me a new rifle post-haste and it made it to me A-OK.