I would not have called the police... I would have called UPS and informed them of the mis-delivery. UPS will return and pick up the item and deliver it to the correct addressee. Then again, I'm not some lefty wimp who pees my pants at the sight of a firearm and sees the opportunity to get one's 15 minutes of news coverage, as was Mr. Macho Seth.
I would not have kept the rifle, because it was not mine to keep. Moreover, when the item is reported as missing by the sender, UPS will eventually track it down to where it was delivered.
We use UPS every day, and over the years, a few deliveries have gone awry. In each case, UPS was able to track it to where it was delivered by error. Inasmuch as this was a firearm, you can bet that the police will get involved if you don't attempt to return it. It could get worse than that, because this involves Federal law as well as State and local. I ask you, is that a can of worms you want to open?