In most cases the local postal service leaves a note for you to come pick it up in the nearby post office. Sometimes they don't leave a note, and they still expect you to go pick it up. 🙈
In some cases they only attempt one delivery, and they send it back to us and mark the delivery as failed. We can then refund or reship your order, whatever is your preference.
If you're from the USA the delivery will probably be handled by USPS. They also attempt only one delivery. But using the same tracking number in the USPS system you can reschedule a delivery on a moment that fits best for you.