Theft of mail is a federal offense. I would report them.
Quote:
If you believe your mail was stolen, report it immediately to your local postmaster or nearest Postal Inspector. You'll be asked to file a formal complaint using PS Form 2016, Mail Theft and Vandalism Complaint. By analyzing information collected from the form, Postal Inspectors may determine whether your problem is isolated or part of a larger mail theft problem in your neighborhood--and it may help Inspectors locate and apprehend the thieves.
http://www.usps.com/postalinspectors/tipthief.htm
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