You need to contact FedEx and file a claim with them, and if you ordered it contact the company and file a claim with the company as well.
This has happened in my vicinity too, so i'll share how this circumstance was handled: An envelope for a former neighbour of mine was delivered to my box, and every time i informed her about it, she vowed she was going to contact the postal company and note the error in the delivery address. That is what you need to do.