Amazon will investigate missing packages as long as you contact the Amazon Customer Service within 90 days of the package being lost or stolen.
If you haven't reported the package to Amazon as lost or stolen within 90 days then Amazon nor UPS or USPS will be able to do anything about it.
Report the package to both USPS, UPS or whoever is delivering it and also report it to the Amazon customer service if it doesn't show up at your door within a week or when it was supposed to be delivered to your door.
Report the package lost or stolen as soon as possible so that Amazon can begin investigating and hopefully find out where it is.
There's no guarantee that they will find your package but usually they are insured and your package will be replaced.