Royal Mail are a private firm.
If Tracked then contact your shipper and ask them to request an investigation via Royal Mail, it is your shippers responsibility to complete delivery or provide you with a refund. Royal Mail in these instances must identify the consignment and progress it or declare it lost in transit. Please note that if this involves travel outside the UK you would need to take into account customs and the courier that should transfer it to Royal Mail.
If you are the shipper and it is tracked then likewise, escalate to management and have them complete an investigation and declare the consignment lost or progress to delivery.
If you purchased untracked and your the sender, you took the risk of loss and should not have been cheap. If you are receiving, then until you receive delivery your sender if liable.