Edit: long-winded, rambling explanation replaced by concise version:

HC dispatched my Tolkien Deluxe Collection boxed set to the (currently unoccupied) Billing address on my order instead of the delivery address, and it sat outside the house (thanks to UPS requiring no signature) and went AWOL.

After some discussion with HC (which took a while as the person dealing with the Tolkien site was away), this has been resolved and they sent me a replacement set to the correct address.

Stu