Unrelated to the mail, there are occasional arson attacks in the UK whereby people pour petrol thru letterboxes and set fire to it. It's rare, but people have died, most recently a child and, I think, her grandmother.
But like your mail boxes outside, once mail is in our houses it's unlikely to be a target.
However, I saw a tv programme not long ago where thieves get a long wire, thread it thru a letterbox and manage to hook car keys left on the hall table! A far more valuable prize.... and kind of on the inside and the outside lol!