A few years ago, I sent the passports of my wife and myself to the Kenyan and Tanzanian high commissions (term for embassies between British Commonwealth countries) in YOW (before unified visas were offered). I had submitted enough postage and envelope for one of the high commissions to send it to the other, with a reg number and all.

Panicked when I could not trace the mail, I called the high commission that the passports were sent to first. They said the high commissioner or consular officer sent the passports by car to the other high commission. And yes, I got my pre-stamped envelope back too.