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It is not legal, in the US, for anyone except the USPS to put anything into your mailbox.

That's crazy. You can't hand-post your neighbours invitations to a party, for example?

Not legally, though it sounds like if you put postage on it, it would be: https://www.law.cornell.edu/uscode/text/18/1725

What about FedEx, UPS, and DHL?

USPS only.