I flat out don't believe this story.
About the address: "Due to heightened security concerns, the U.S. Postal Service recommends a complete return address on all mailpieces." "Recommends" here means you have to put up a fight at the post office to not do this. Also, "In addition, a return address is required for mailpieces bearing a customs form under 123.7."
http://pe.usps.com/text/imm/immc1_008.htm#ep1040417 There is no way that would have been sent without a customs form which requires one to put an address on the box.
But let's say whoever sent the box was able to do so without an address. Now days all packages USA to Mexico has a tracking number placed on them for "free" with airmail. There is no way to send a package without it being tracked in some form. With the number on the box you can search online to see where it came from and on which date. From there you could even call the appropriate post office and ask them what address was put on the customs forms. They keep those on site for at least 30 days. Also, there is no way you could print postage online without a return address, so in theory you would have to buy postage in person to send the package.
That's assuming they even used the USPS, which most companies won't do as they don't really pick up packages from the office place. If a company had sent this, they would have used a special currier and avoided the USPS entirely. There is no way you can send a vanilla box though one of those. The companies knows exactly who had sent it as they have to bill the company for the postage. So there are ways to hunt down who sends you something from another country if you really wished to do so.
Lets continue to think logically about this. Why would some mysterious person in the USA send some other mysterious person in Mexico a package of prototype Skylanders? And why in an unmarked box? How the heck could this person get the address of someone who orders Rubik's Cubes from China?
There is no way anyone from Activision would ever do that, nor would they have his address nor would they know he exists. This is highly protected, watched over sensitive material and they would have tracking numbers galore and use the best delivery services. I'm surprised that they didn't send some guy chained to a suitcase to hand deliver these things, that's how tight Activision is with their secrets.
The only logical conclusion here is that those prototypes were intended for some Activision related Mexican studio or something to that effect. That's why they where in Mexico to start with. Sadly Mexico is well known for mail theft and it almost certainly got stolen during transit. It probably switched hands a few times (if not sold in some street market with the rest of the stolen junk) and someone was smart enough to recognize what it was and he posted it online to get a quick buck.
That leaves me to wonder, what they are worth to some crazed collector? $5000? $10,000? More? How soon until they appear on ebay for even higher prices? I really hope that someone here on this forum didn't buy them and are keeping secrets from us. Then again, they just about have to do that as Activision is probably on the hunt to get them back and it'd be a while before anyone could brag about owning them.