3 questions
What class of service did you or the sender pay for? Courier companies will normally guarantee it to be there by such and such time if you are will to pay for it - if it was over this time you have a chance of some comeback - do you have an account with them - if you do I would be on to the Rep straight away and give them hell!
Was from another EU country or from outside the EU ?
Was it insured?
to be honest with you , speaking as the shipping manager I have found the above company to be a disaster when it comes to this sort of thing and everytime their Rep comes round I tell exactly the same thing - We use the other 2 American carriers (not sure if im allowed plug companies on this site) miles better and far more reliable and most importantly , are able to recover quicker when the s**T hits the fan as in your case