One thing that I have noticed is that, occasionally, my packages (usually boxes of books from Amazon) will have been opened. Either a small hole has been pretty neatly punched/torn into the side of the box (possibly so that a fiberoptic camera could be pushed inside) or the entire box has been flexed so that the adhesive holding the sides together has given way.
In the former case, the box tends to arrive tied together with twine or in a translucent plastic mail bag.
Calls to the the international mail center folks who deliver all/most of the packages that I get from the USA didn't get me any answers and there have never been any "opened by customs for inspection" stickers/slips to be found.
It's not as though I'm ordering History Channel "Declassified - Tiananmen Square" DVD's or pro-Tibet materials either - mostly just technical books and monographs.