Some wild responses here. Obviously the law should be considered here, considering it is a matter of law when there's a conflict. Something being lost, that sucking, but the retailer fixing the issue doesn't count as a conflict.
In the US it is quite clear. Sellers ship, sellers insure (even if they ask you to pay for it), sellers are the ones who have to file lost package claims, etc. It's on them. The one case it becomes the buyer's responsbility is if the buyer specifically waives a signature delivery. For example, Perfect Circuit requires a signature by default, but you can select the option to have your package just dropped off.
Private sales are the wild west, though. Always confirm terms in writing. I'm sure you could civilly sue someone, but you'd have to have been screwed out of quite the expense for it to be worth it to hire a lawyer.