If you buy or rent an old enough house you might still have the vestiges of a coal chute somewhere on the side of the house. Unfortunately, I don't think today you could leave that much external access for a 'package chute'.

Amazon tried to solve this by making your front door the package chute. And we laughed and laughed. Maybe there's something in between, but it's not as simple a solution as replacing the doorknob and lock.