In the US only items bearing USPS postage may be placed in mailboxes. Many pre-built mailboxes have a separate open receptacle for newspapers etc. FedEx and UPS generally deliver to the doorstep, even for envelopes.
There are actually laws written to prevent anyone but the government delivering "letters or packets" under penalty of fine or seizure: http://www.law.cornell.edu/uscode/text/18/1696. I don't know recall details or the outcome, but I recall a few years ago it was up in the air whether you could send documents legally with private services, or if there were fundamental differences between USPS and "courier" services.