If you are asking if it is possible then the answer is yes. if you are asking if it is probable the answer is going to vary based off of your location of course, but answer is most likely no. It would be quite costly (and time consuming) for a government to screen every single package and letter that enters and leaves its' respective shipping/postal system. I would even venture to say that even if you order large quantites frequently your chances of being "caught" would still be low. Just think the amount of "legitimate" packages and mail would dwarf the amount of "illegitmate" packges and mail. In terms of legal ramifiactions, this will vary by nation, state/province, and even in your local municipality. In the US for example, if you were to order say order a "legal" prescription drug (one that you could get at a pharmacy with a prescription) without a prescription you would be breaking the law. You could probably plead ignorance, but if say that prescription drug was a controlled substance you are going to to be in a bit more trouble. And if that substance so happens to be a schedule 1 controlled substance (think pot, lsd, street meth) that will probably have the greatest consequences which may result in arrest. If you order a supplement or research chemical you will most likely be in a grey zone (this area hasn't been thoroughly flushed out yet, but most police, lawyers, and judges are going to view this as a schedule 1 even if it is not regulated).
