I've had challenges with international first class delivery, more often to the UK than any where else. I think the biggest challenge is that items are being held in customs awaiting VAT payment. The customer is supposed to be notified, but sometimes they don't leave the notice, or maybe it blows away, I'm never really sure.
I now ALWAYS tell UK customers that they must check the online tracking to ensure the timely delivery of their package. That way they can contact their local post office right away if something like this occurs. The US postal service really can't do much once it's out of the country, the customer will need to contact their local post office.
Apparently they only hold the package for 3 weeks before sending it back to your 'returned to sender'.