What course of action do I take if something I ordered online went to an address I no longer lived at?

I ordered a couple of DVDs off of ebay and they went to an old address that I used to live at. I thought that I had registered the correct address for them to be sent to. But I got confirmation from the senders that it went to the old address. How do I go about figuring out where they are and how to get them back? I figure or hope that the owners would return to sender, but you never know.