If you have proof of delivery from them, you might be able to call and bitch them out, but honestly I'm not sure what UPS would either be able to do about it, or give a shit about it.
If the delivery driver fucked up, like if they were supposed to get a signature in person or something, then you might have more luck. Or if the stuff was insured shipping. Depending on what it was and where you bought it from, maybe try contacting the seller instead? That might get better results.