Many years ago, I sold a Canon lens on ebay. The sales price was about $1k. As soon as the auction finished, the winner contacted me with a request to send the lens out quickly. I think the auction finished on Thursday and he wanted me to get the package out on Friday. The money was safely in my Paypal, so I thought, "sure, why not." The delivery address was in Belarus, which while interesting, didn't bother me at the time.
I did package up the lens and take it to the post office the next day. I figured the transaction was basically complete at that point.
On Monday, I received a bunch of email from both ebay and Paypal saying my accounts had been locked for fraud. The Belarusian buyer had used a stolen account to purchase my lens, so all the money from that transaction was forfeit. Furthermore, they suspected me of being part of the fraud and that's why my accounts were locked pending some kind of internal investigation.
After a little digging, I was able to contact the actual owner of the ebay account that bought my lens. I apologized for the situation and gave him my contact info in case he needed it for a police report. He had identity theft to worry about, while I was only out the price of one lens.
Needless to say, I was pissed. I did some more internet research and found the email address of the Postmaster General of Belarus. I wrote them a note detailing the contents of the package, the tracking number and included all the details I could about the fraud.
A couple of weeks later, I did get my Paypal and ebay accounts out of hock. That was nice, but I still lost the lens. It's definitely the seller that takes on the most risk in these sales. I figured that was the end of the story.
Roll forward one year. An unexpected package arrives. In it is my Canon lens in perfect condition, with some of the original packaging. No note or anything, just the lens. I guess the postal authorities in Belarus were able to intercept the package before it was delivered.
My only take-away point from this is to perhaps let an expensive ebay sale sit for a few business days before sending it out to the buyer. That gives Paypal/ebay a chance to discover fraudulent activity (or more likely, it gives the owner of a stolen account a chance to stop the transaction).