I too had paper tickets sent to me once when booking from AA.com and thinking I had an e-ticket went to the airport without the tickets. The gate agent sent me back to get a ticket reissued. The conversation went something like this:
Agent: So the tickets got lost in the mail?
Me: No.. their in my drawer at home.
Agent: So the tickets GOT LOST IN THE MAIL?
Me: Well I thought I had an e-... uh oh yeah they never came
YMMV!