Heard on the news yesterday about a train derailment and fire near Needles, CA (which means it was either leaving or approaching So. California). One of the cars that burned was a mailcar. I'm sure this happens on occasion across the country. Think of the (uninsured) letters and packages that burned up. It's not like each item had a FedEx tracking number. There's likely to be some items where the shipper and/or recipient thinks something's "fishy" when, in reality, the package burned up without a trace during shipment.

Just another possibility to consider, even though it doesn't happen very often.