A few days. Some people, like me, live on a rural route. They don't deliver packages there, they just leave you a slip and tell you to come and pick it up. This is pretty common, so I only go to the post office on Mondays and Fridays to get my mail.
Others may well do the same. If it's been 2 - 3 days, I would send along a message just to let them know! :)