Mail Theft?

I'm fairly sure that I've been a victim of mail theft.  Some things have been inexplicably missing from my mail.  For example, I didn't receive all the tax forms I was expecting.  I didn't think much of this, because I know a lot of companies have been switching to electronic delivery of these forms.  But then today I got a past due notice on my water bill.  Including a late penalty fee (only $4, but still).  I never got the original bill.  This is about the only account I can't switch to paperless - so I rely on receiving the bill through the post.  So when I don't get it, I don't think about paying it.  Frustrating.  But I own a locked mailbox, and I don't see it having been tampered with - so I'm confused as to whether I really am a victim of mail theft or not.  Either way, I hope my credit score isn't affected by not making my payment on time.