It is legal: the law does not require that you be allowed to pick  up your check in person. As to whether you are being paid late or not--the issue is whether the boss mails the checks on time. If he does, any problem with the mail, whether caused by you or by the post office, is not his responsibility. You may need to speak to your post office to see what the trouble is, or rent a P.O. box if that would help with delivery.