It's not just a well-known scam, it's a well-known set of scams (used by multiple fraudsters)!
There are lots of versions of this one. The most basic is to tell you that you need to pay a 're-delivery fee', to get your (non-existent) package, which means handing over your credit/debit card details.
Alternatively (in another version of the scam) you'll be asked to download and open an attachment so that you can 'access the system'. That attachment will either be a virus or something like a key-logger (which will forward everything you type on your PC to a remote server, where the information will be automatically scanned to look for credit/debit card details which you might be providing to a perfectly legitimate website).
If someone uses DHL to send you a parcel, DHL will know your name and address (plus, probably, the name and address of the sender). What they most definitely won't know is your email address. So, if they genuinely need to contact you about a failed delivery, they'll simply put a note through your door (rather than send you an email).
Chris