As many of the other posters said, all isn't 
lost.  I've had "lost" a  certified letter I sent 
out, arrive at its destination 4 months after I 
sent it.  I live in NY and it was to NJ!  I also 
had a package sent to me priority with 
insurance...here's what happened

The sender from Tennessee informed me that sent 
out the package already.  From my experience, 
Priority mail usually takes 2-3 days for it to 
arrive. I waited 5 business days.  Nothing came 
so I e-mail the sender and he scans me some 
receipts I print them out and head to the post 
office.  The clerk looked around and found 
nothing.  He also told me insured mail isn't 
tracked so he had no idea if anything with that 
number came through thier building within the 
last two weeks.

9 days later I receive the package.  Thier 
Explanation - Supposedly, My regular mailman took 
a vacation, and his temp replacement didn't 
bother to deliver my package. So it sat around in 
the PO even when I came and inquired about it 
(Still the clerk claimed he looked and the 
package wasn't there).  When my regular mail man 
came back to work, so did my package.

Hope something like this happened to you.