JB,
No ETF or company has not delivered. It's like anything, caveat emptor, do your homework and only deal with reputable banks or ETF's with a track record.
A company in NZ didn't deliver, but it was run by scamsters, Bullion Buyer, one Christchurch family lost $340,000, hard to find sympathy, gold scams like this are a dime a dozen.
Who wants to take delivery anyway? Certainly not me, I'm not the least interested in storing gold in my house or anywhere else, it costs and there's risks, if I was interested in gold I'd only want what gold bugs call 'paper' gold so that I can trade it, or unload it whenever I want without moving out of the house.