Have you ever dealt with UPS, USPS or FEDEX? I deal with them daily and unfortunately, it doesnt work that way. It is ok for them to leave a package unattended UNLESS you specifically state "SIGNATURE REQUIRED".
The delivery service is a different service. They're not going to do jack, because they'll lose out on the situation. I've dealt with this type of issue countless times over the years. You call the company that shipped them and tell them they need to take care of it -- of course in a polite and professional manner. Most of the time it's not a problem and they take care of it. Occasionally, they don't. At that point you tell them that you will be disputing the charge with your credit card company. The next call is to the credit card company. You explain the situation and if it's a larger junk of money you have to fill out a form (cannot remember what it's called) and they take care of the rest. It's worked the same way with different credit card companies I've used over the years.