I bought a controller online and I accidentally put the wrong zip code. If I return an item...

I bought a controller online and I accidentally put the wrong zip code, and there is no way to change the zip code after the purchase. I only discovered this after the time period to cancel an order had passed. Now, today, the order was supposed to arrive but it failed, with no reason given but I assume because of the wrong zip code. So I decided to return the item, but I don't know if it will return the item if the item was never delivered, so I want to know if it will be returned properly and if a refund will be given? If not I don't know what to do but I'm not just going to let them pocket my money without giving me what I paid for or refunding me.

:)