You should find out whether your company has a policy about receiving personal items via mail/shipping at the office. If there is a policy, you should follow it.
There is still the possibility of a misunderstanding.
If there is no policy/procedure covering this situation, your next action should be to report the missing item to your company management (or to HR). Ask them to send out a "lost and found" email to everyone, or ask for permission to send it yourself. Describe the lost item, let everyone know it belongs to a specific person, and ask that it be returned.
If this fails to produce the item, your next step will be to inform your management/HR that you intend to file a stolen property report with the police. They will either support you in this, or they will get a little more serious about helping you find the item. This is not an idle threat. You should actually file the report. The police will be able to give you an idea about your chances of recovering the item.
As with a lot of stolen property, you may never see this item again. In that case, learn what you can from this experience and try not to repeat it in the future. Sorry that it's a $1200 learning experience.
Edit: If you purchased the item with a credit card, you should check with the card issuer about any purchase protection benefits they may provide. (Some debit cards might also provide protection.) Thanks to @LaconicDroid for the excellent addition to the answer.