I'm getting sick of receiving empty envelopes in the mail because the person who shipped it didn't know how to package their coin. It happened again today for about the fourth time this year. People put the coin loose or in a small plastic bag, and it works its way lose and breaks through the envelope. When I contact the sellers they usually say it was stolen, but I'm not buying that. It usually happens with sellers who are not coin collectors. I almost want to tell people how to ship it before they send it, but that would annoy me if I was the seller. It's a hassle and a disappointment to lose these coins after tracking them down and winning the auction though.
If in doubt about the seller, I ask them to pack it well. Never lost a coin and have received some pretty outrageous packaging.
I've never once lost a coin and had many many shipped this way to me, although I have worried I would lose one. However, even if it's really happening to you, once you have enough issues or cases with the same thing on Ebay they will usually warn you. If you keep having issues Ebay will eventually ban your account as being problematic if you have too many cases against sellers or refund requests,etc. What number of cases in a what time frame need to occur for this to happen remains a mystery though.
Best ways to ship a coin I have found is put them in paper envelopes and tape them to the side of the envelope, (inside of course). If its a number of coins, put each in a container, wrap them up in bubble wrap and tape, then inside the envelope. What you are trying to avoid is thin coins working their way into edges of envelopes. Believe it or not, most coins loose in an envelope will cut through the paper from shuffling around in the mail.
The first thing I do is email the seller, tell them what happened and see what they say. Generally they give a refund. As for shipping it, a lot of people on here will say you should put it in a padded envelope. That is definitely safe and for anything valuable or heavy you really should do that. You can buy small padded envelopes in bulk online very cheaply. If you are shipping a low value single coin or two, what I do is put it in a 2x2, then wrap the Paypal receipt around it and tape it together. I'll put that in a regular envelope. The coin will get there safely and it should only cost a regular stamp to send it. The key is that in a 2x2 the coin doesn't move. If it's loose in any way, it rubs against whatever it's in and breaks loose.
I've never had to open a case over it. I always work it out through the message system. There's no reason to go to the authorities unless the seller isn't responding, and that doesn't usually happen.
Don't just tape the coin to the paypal receipt or a piece of cardboard. I have received several coins this way with tape residue on them
The OP is either dealing with theft from postal employees, crooked sellers or he/she simply has some of the worst luck around. I bought coins on ebay for ten years and not once did I receive a package/envelope with a coin missing. This says a lot because I've engaged in hundreds of transactions.
This sometimes happens when the envelope is not a certain thickness and the post office will run it through a sorting machine. This exact thing happened to me on a roll of nickels. I took pictures of the envelope, filed a claim online, and received a check from the post office within 2 weeks.
I really don't think it's theft. Looking at the envelope I don't see how it could have been removed deliberately. Often when it happens you can see a lot of little coin size impressions moving their way across the envelope. You can see where it was moving in transit.
I never send coins in envelopes. I always use mailers, and I tape them up like nobody's business. It costs more to ship but the piece of mind I get from doing it this way is well worth it........
If you keep the mailer thin, by distributing the coins so they don't bunch up, you can send a "first-class non-machinable letter" of 2 ounces for 85 cents. The postal clerk can give you a plastic template with a slit in the middle, and dimensions printed on the template. If it goes through the slit, and the corners fall inside the printed guide, 1 ounce is 65 cents, and 2 ounces is 85 cents. I assume 3 ounces would be $1.05, but over 3.5 ounces, it's no longer a "letter" and you can't get the lower rate. All this is for domestic mail only, although there's a substantial price difference between "first-class non-machinable letters" and "first-class parcels" for international mail. But the difference, in practical terms, may only be a fraction of an inch. I send 3 or 4 a week.