I have gotten bees in the mail twice. The first time they delivered to my home, the second time I had to go pick up at the post office. Both times the carriers I interacted with seemed a little worried about the contents.
The first set didnt' do well at all. I probably lost more than 60% of the 5 lbs. of bees, and that hive never thrived. My most recent ones are still going strong and I think I can officially say at this point that they made it through the winter :)
https://pe.usps.com/text/pub52/pub52c5_008.htm
(You can mail baby chickens and honeybees, though.)