My parents's house had a milk box on the side wall, a door on the outside and another on the inside. This let the milk man leave bottles of milk out of public sight, in a slightly more protected environment. This has always been a problem with home deliveries; where you put the stuff when people aren't home.
Back in the dotcom boom, when companies like Webvan were going to deliver food to our homes, I proposed that a new form of milk box with a digital lock, big enough for packages, be installed in homes to facilitate deliveries. I thought fridges should have inside and outside doors so that food could be loaded directly into them.
That might have been a bit much, but the modern milk box has arrived, with Amazon Lockers. Right now they are located in groceries and convenience stores in high-density areas. According to Greg Bensinger in the Wall Street Journal,
By adding the lockers, Amazon is addressing the concerns of some urban apartment dwellers who fear they'll miss a delivery or have their items stolen from their doorstep....."The home-delivery challenge has always been an issue for e-commerce in Europe and Japan, and is growing in the U.S., especially as thieves have moved into the game," said Fiona Dias, chief strategy officer for ShopRunner, which facilitates two-day delivery at about 60 retailers. "It's easy to follow a UPS truck around and steal packages from doorsteps."
The problem with the Amazon Locker is that it belongs to Amazon, which excludes other vendors. The personal milk box was open to anyone. Today you would put a digital lock on it, and give a code when you ordered your goods. Since deliveries could happen at any time and the nobody-home problem would be eliminated, it would be much more efficient should cost less.
Also, I found as a teenager that it was an excellent alternate entry to the house when coming home late and not wanting to wake my parents by knocking. Every home should have one.
More at the Consumerist