One has to recognize that both parcel and express services are subject to both extreme fluctuations in both the volume and makeup of demand, and high expectations on the part of the customer. That's probably why so many attempts to organize them have failed.
"Express" service originally grew out of private companies such as Adams Express and Wells Fargo, but there were any number of gaps and interfaces in the service that didn't always allow it to function efficiently. Furthermore, much of the demand for the service was in gritty urban working-class neighborhoods where local organized crime could exert some influence as to who got the business.
The various services were consolidated into the Railway Express Agency, a consortium owned by the participating railroads with the shares apportioned by the volume of business. But again, the high cost of the infrastructure and overhead doomed Railway Express to the role of a white elephant.
http://en.wikipedia.org/wiki/Railway_Express_Agency
United Parcel Service, the first success story in this field, began to evolve in the 1950's. Relatively little published information is available as to the details of operation in the early years. But it's worth noting thats its first successful operations were in the midwest rather than the large Northeastern cities, and a friend of mine who grew up in an urban atmosphere where petty corruption was more readily accepted, used to say that "the Mafia got out of that business because it was just no longer worth the trouble".
Latecomers like Federal Express and DHL got in by other routes of approach. FedEx was high-value air-oriented from the start, building everything around its Memphis hub; DHL arose from a union between an American operation which began operations oriented toward moving documents, and the well-established European forwarder Danzas. It is now headquartered in Germany, but does a large volume of domestic business exclusively within the U S.
Likewise, Roadway Express, for many years one of the best-known American intercity truckers, tried to enter the parcel business as RPS, but later sold the service to FedEx Ground, which evolved in part from Harrison, Ark.-based American Freightways.
And as for Adams Express and Wells Fargo, both survive today, but only as providers of financial services. Railway Express, on the other hand, went out of business in the mid-1970's after a last fling as a common-carrier trucker.
The whole point being, package service is a very demanding and complicated business, and a very costly one to enter. That's why the freight roads leave it to UPS,
et. al.