I would go back to where you purchased the items and tell them the items were missing. If you are unable to go back to the store, then I would write the company and tell them the items were missing and that you purchased all those items, they were missing, and the company should provide the items free of charge.
I bought on-line from amazon.com
Oh. Is there anyway you can contact the seller or withhold payment? If you bought it with a credit card, then I would check into disputing the charge.