This almost never happens. Where you live does play a role though, as well as where the product is coming from. Things that are shipped domestic do not go through customs, so if you order from a vendor in the same country as you there wont be customs agents. Maybe postal inspectors though. There is very little screening of mail domestic. Things through customs are harder although it depends again on the country. Australia screens huge amounts of mail, getting in anything other than a standard flat envelope is nearly impossible. Most nations, including USA and pretty much all of Europe, it is easy to sneak things past customs. The real risk is on the importer, after a package is in the country the product can be redistributed with in the country with more or less zero risk.