EDIT AUGUST 1, 2014: This thread and this video were originally made during the Destiny First Look Alpha on PlayStation 4, and this is a feature that appeared in the Alpha. This feature was apparently removed for the Beta, as nobody (including me) reported receiving "loot mail" in the Beta. The original post from June 20, 2014 is below:
[spoiler]Here's a nifty feature you might have missed even if you played the Alpha. If you miss loot while you're out on a mission (maybe it rolled off a cliff where you couldn't reach it, or maybe you just never saw it), it gets mailed back to the Postmaster, and it's waiting for you the next time you visit the Tower!
Pretty cool, eh?[/spoiler]
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Pretty sure it's not all loot. Probably restricted to high end ones like boss ones and such,, just in case you missed that exotic boss drop or the dreaded mission end timer ninja-ed you and you didnt look carefully.