Ever have an Amazon shipment sent via Amazon shipping disappear?

I ordered something on Amazon and it was supposed to be sent to me via Amazon's own shipping service (so not USPS, UPS, or FedEx).

The item made it to the next city over (apparently there's where the shipping hub is) but that's the last event the tracking shows. I selected Next Day Shipping and it just never showed up. I was able to get a refund for it but I just thought it was odd that the package could get so close but then just disappear without a trace.

Has anyone had this happen with an Amazon order that was shipped using Amazon's own shipping service? Just wondering...