For other hardware wallets I think that UPS mailboxes are better option than PO boxes in US, or simply use any alternative delivery address.
Yet another option is to use general delivery or
poste restante, where your package is simply delivered to a post office and you later go pick it up. You will still have to reveal your name, but not your address, and you can always use a post office in a completely different city/county/state to obfuscate things further.
I'm not 100% sure about it, but I believe it depends more on the individual country's laws than on what the wallet manufacturer.
This, and the mail carrier they use. Note the disclaimer given on the BitBox link that Pmalek has included in his first post:
All parcels need to be processed by a local customs office in your country for international shipments. Whether they allow a PO Box/access point as the recipient address depends on each country. Please be prepared for UPS to contact you and ask for an alternative address if they cannot deliver to a PO Box in your country.