From the postal inspector web site:
"First-Class letters and parcels are protected against search and seizure under the Fourth Amendment to the Constitution, and, as such, cannot be opened without a search warrant. If there is probable cause to believe the contents of a First-Class letter or parcel violate federal law, Postal Inspectors can obtain a search warrant to open the mailpiece. Other classes of mail do not contain private correspondence, and therefore may be opened without a warrant."