First exhaust your remedies with the USPS. They probably won't be able to do much if you didn't register or insure the package.
Then check your remedies, if any, from whoever sent you the package to see whether the shipper assumed any risk of loss in transmit. if you shipped this yourself, and didn't sent it via a trackable method of delivery such as International FedEx, you may be out of luck.
Disclaimer: Please note that this answer does not constitute legal advice, and should not be relied on, since each state has different laws, each situation is fact specific, and it is impossible to evaluate a legal problem without a comprehensive consultation and review of all the facts and documents at issue. This answer does not create an attorney-client relationship.