I had boots from Zappos just show up. My order had arrived no problem. The box had been everywhere, even China. Turns out it was a missing order for someone that was missing for many months. The story of the traveling boots.
Twice recently I've received packages from Nordstrom with only the item inside, no paperwork anywhere.
I think with the quantity of online ordering and shipping they just have a percentage of error built in. And given how much we order online, we are likely to have this happen. I understood more with the item I ordered on the last day of NAS, but was surprised it happened recently. Luckily I have a Nordstrom nearby, so I return in person.