Is there a usps tracking number on the package? if so, go to
http://www.usps.com and track that number. They will usually say if it was delivered or not. But, I don't see a post office taking the time to send back a piece of you're package.
Keep the envelope that it was returned in. Just in case this gets to the point of you having to go to court. You can compare the guy's hand writing to the writing on the envelope (just in case, that would seal the deal).
But, yeah something is definatly off about that!