A story that I want to share with all of you, which might help to put some minds at ease.
This happened when I ordered my 3GS two years ago.
I ordered it the first day possible (which guaranteed delivery on the first day possible) and was eagerly following a thread just like this one, here on MacRumors--people posting screenshots and discussing shipment status updates.
It seemed that nearly everybody had their phones ship. Almost everybody had tracking numbers and had been following their phones from China to Alaska and into the US. Some real fans had even found out what planes Apple was using to ship and were able to track the exact flights that their phones were on.
My order said "processing" for 6 days. I was concerned, to say the least. I became very concerned on night before the iPhones were due for delivery. I was sure I wasnt getting my phone. Most on MacRumors had tracked their phones to their local FedEx shipment center by this point. My order? Still "processing".
I got up in the middle of the night, 2am NY time, to check the status and it had changed to "preparing to ship". Around 3am it said "shipped". To my amazement it wasn't coming from China. It was coming from Tennessee.
At 5:30am it was in NY. At 6:30 it was at the FedEx facility. At 8 the status changed to "out for delivery". I received the phone at 10 am that morning.
So, don't worry about the shipments. They don't all come from China. Obviously Apple has many shipments already stateside. That would make sense. You will get your phone. I got mine in hand before many of those fellow MacRumors peeps hat had been following their tracking numbers for days.