Phone the TOC the day before travel.
If you phone any earlier, they will tell you the tickets might arrive later.
Assuming the tickets were booked on the website, choose the option for Web support. It’s the people behind the website you need to speak to.
Tell them you have booked tickets through the website and that you have not received any tickets at all.
Ask them to tell your nearest staffed train station to process a Declaration of Non-Receipt Application (DONR) and ask them to send to your nearest staffed station a Replacement Ticket Application Form. Ask for a copy of this request (see image below).
With this copy, go to the train station well in advance of travel. Chances are the first person you speak will not know what this means. If this happens, ask to see a supervisor. Hopefully, he or she will have received a memo from Web Sales with the relevant information.
If the above fails for any reason (no staffed station nearby, lack of time, incompetence with the TOC, or some other reason), you can always try to get onto the train and explain the situation. Make sure you print the booking confirmation, including information on departure time and seat reservation. In all likelihood, with an honest story, all will be fine. This is particularly true on Advance tickets on trains that aren’t very busy. Committing fraud with those is not very easy; one could sell the tickets and claim them as lost, but the other person will be on the same train, with the same departure time, arrival time, booking code, and seat number.
Credit:stackoverflow.com‘