We've had a few forms lost in the mail.  Keep in mind ATF can take 30 days (or more) to mail forms. Not much you can do really except ask for certified copies. 

Some examiners are slow to mail.  There's one that seems habitually slow to mail,. we got in a dozen Form 4s on Saturday that were approved June 9th.   Not the first time I've seen him do that.

Lost in the mail--- yeah, it happens.  Generally they seem to be pretty good, but I've had some go missing.  The funny thing is, most of the ones that get lost mysteriously show up around the same time as the certified copy.  Makes me wonder if "lost in the mail" sometimes really means "lost on someones desk at the ATF."  

Slow forms, lost forms, blood on forms, coffee on forms, ripped forms, wet forms, stepped on forms... all kinds of stuff.  Forms with no stamp, forms with a blank stamp, forms with the wrong stamp.... fun times.   The blood on the forms was probably the strangest.