I too recall those trips to Railway Express. For some reason that is the only way pistols and revolvers would be delivered. I once ordered an Astra model 600 along with a M95 Chilean Mauser. The dealer mailed me saying he was out of the Astras but would let me have a Radom for $5 more. I told him to go ahead and ship them and I would pay the $5 C.O.D.
When they arrived, the Railway Express guy in Defuniak Springs asked about the $5. After I told him the story he said he was wondering what kind of gun you could get for $5.