Here are two steps you can take in order to check the status of your box and Nano replacement:
1) Go to https://selfsolve.apple.com/repairstatus/main.do and enter your Nano's serial number or the Repair ID that you received via email regarding your replacement order.
2) If the step above doesn't not help for some reason, call AppleCare at 1-800-275-2273 . Ideally, you should have your Repair ID handy but if not, give them your Nano's serial number and your contact info as well. Hopefully, your contact info should be sufficient if you have no other info to provide.
Apple is suffering from a shortage of boxes and for this reason is really behind on sending these out. Also, due to what I believe to be an overwhelming response for replacements that was not anticipated, the process will most likely be further delayed. When I called, the AppleCare rep told me that it will be about 6 weeks before I would get my replacement but seeing how long it's taking for the box to arrive, the wait time may be twice that for some folks.
At this point, many of us are wishing we would have known better to just visit a local Apple Authorized Service Provider to get a replacement. It seems that this would have been a much faster alternative.
Hopefully, the suggestions I provided above will help track down the status of your replacement order.