So, not UPS, but Securicor, back in the day, managed to 'lose' a package - I'm in the High Wycombe depot patiently explaining that the parcel contains a couple of matching walking sticks for the Queen Mother's 100th Birthday - cue sneer of disbelief from the idiot manning the counter.
After a certain amount of time, I manage to retrieve said package, take it home & gift wrap the contents.
The best moment was when I walked back into the depot, with my 'new' package, nicely labelled up to HRH, Clarence House.............
Counter clown looked totally stunned.