I'm not sure all the areas where they have Amazon lockers deployed, but I first heard of them when this big yellow thing appeared in the exit lobby of my grocery store. Then a couple of weeks later I see something about lockers on Amazon.
They are great if you want more privacy with your packaged or if you're having issues with stealing or delivery mistakes. You just enter a code they send you and a door pops open with your box inside.
Last time I used it I was stocking up on supplies for my colonoscopy and didn't want my son asking questions and I had three good sized boxes, so there were three doors to open.
It was a little weird at first, but I love it. We don't have issued with theft, but I do like a little privacy now and then.