First thing is they probably don't have your E-Mail address anyway.
The only thing I have seen before is a note on the door or in the mailbox that you take to the post office, UPS, or Fed Ex for pickup if they could not leave the package at your home.
I also know that UPS/Fed-X does not notify by email, always by a ticket on your door or in your mail box.
I delete the messages and report to the internet fraud site.
I have good protection on my computer and it blocks my messages for me and gives me a warning that this is potentially dangerous do not open! I sell on e Bay, so I know firsthand how shipping companies operate.
There is no way that either USPS or UPS or Fed Ex e-mail you about a package; it's just not how it works.
One thing I do though is show the original portion of the email that looks like a text document, then I go to the received from line which contains a IP address. Anyway, I am asking you full support to stop this barbaric act done by some brothers and sisters.
As a mail recipient, you'll NEVER pay any penalty. Update your security software, and then run it to scan your computer for viruses and spyware.
If you wish to have an email address with a different name you will need to email Postmaster to request this who will be able to set this up for you (provided there are no clashes with existing email addresses).