You have the check and the envelope.
Examine the envelope carefully, including the gummed flap that is used to seal the envelope. If it looks like the gum was never utilized (and the check shows no signs of having been pulled out and stuffed back in), it could just be a glitch at the sender's end where the automated printer/envelope stuffer/gummed flap sealer missed your envelope for some reason. If so, there is probably little to worry about, especially if you have a mailbox with a lock (usually in the lobby or mailroom of the apartment complex) into which a US Postal Service employee (mail carrier) puts the mail. If the mail is delivered in a sack to the doorman/office manager who is responsible for distributing it into individual mailboxes or hands your mail to you as you walk past him to the elevator, talk to the responsible person and complain about the opened envelope. If the envelope was properly sealed and has been cut open (and perhaps the check shows signs of having been pulled out and stuffed back in), then you have more problems to worry about.