User blog comment:Ralok/Destiny Wishlist/@comment-77.28.96.71-20140917084206/@comment-25250760-20140917105633

Rare and Legendary Engrams that you fail to pick up are mailed to you. You can retrieve them from the Postmaster back at the Tower. They will be in a section called Lost Items. I have retrieved countless Rare Engrams this way, and even a Legendary Engram I never knew dropped.