I lock my mailbox closed. I also tape the mail slot so nothing can be shoved in.
I Lock my front storm door so nothing can be stuck in there either.
After first year I came home and found an old, extremely weathered, Sales flyer hanging out of my mailbox. I spoke at length to my mailman about it and he finally admitted that HE put it there as a "flag" to other fill in carriers not to leave mail there. (?????) I WAS FURIOUS.
It took me quite some time to make him understand that that flyer was also a "FLAG" to N'er-do-wells that no one has been home in a long time and therefore will not miss all of their copper plumbing, etc.
Anyway, I spoke with a new letter carrier the other day and she shared with me that other residents on her routes ALSO complained of NOT getting mail.
FWIW...