Mail fraud or mail tampering? Federal law?

Is it considered to be mail fraud or tampering when someone hand delivers mail to your mail box? I received a stamped letter in my mailbox today with my name and address on it; but it had no no post mark or return address. I know who did it; they even signed the letter inside the envelope. It was somewhat threatening, and I am concerned. Does this violate federal law? Who should I contact to report this?