Don't know why my comment sparked such vitriol, many people have bought items they never received and were put off by the seller until it was too late to file a claim. I have no particular interest or stock in an 'IT vs USA' postal service debate. I am sure the item will show. It's not a bad idea to cover your bases though when you are spending money.
I second the trace idea. As USPS told you if it's not showing on tracking its not reached the states. Have the shipper fill out the form ASAP so you don't have to do it next month. Also if you paid via PayPal, you only have a limited time in which to file a claim, so you might want to keep that in mind.
Sometimes things get stuck in customs, especially when using the cheaper shipping options. I had a jacket sent from Germany to the US that sat in customs over there for six weeks before it was released. Once an item reaches the states it will get updated with something like 'inbound into us customs' on the usps site.
Got the ma-1 for Christmas. Appearance and fit wise it's great. Zippers look cheap as fuck up close though and the whole thing is pretty insubstantial. Still, I wouldn't return mine. I just wear it with a sweat underneath and i'm good to go.