Most of this information comes from a topic on the PS3 boards from the user daemeon67 so most the credit goes to him. I added the locations of the missions in NY, and can say with certainty that there is no North Boston Mission. There are eight delivery missions in total. Two in Boston, three in the Frontier, and three in NY.
The locations are as follows.
South Boston: Just north of the fast travel point that is south east of the general store. If you go into the underground it will be listed as the East Fields fast travel point.
Central Boston: North of the general store, it's behind one of the buildings just before you enter North Boston.
Frontier #1: In the Lexington region. Remember it being near the north end of town but it was near a building so it's fairly easy to search for.
Frontier #2: In the Troy's Wood region. It should be at the group of three buildings in the shape of a triangle in the north east corner.
Frontier #3: In the Valley Forge region. If you go to the center of the camp then head west to reach the water you'll find it in front of a building with a water wheel. The building doesn't actually show up on the map as one but it's the only building on the water front anywhere near there so it won't be hard to find.
East NY: It is located to the right side of the X shaped streets toward the center of the map.
West NY: It is directly north of the fort on the west side of the map, and the guy is standing on the docks.
North NY: It is on the east side of the map, near the docks, across from two ships, and the guy is standing near a door. --- A coward turns away, but a brave man's choice is danger.
Items required for each mission and how to obtain them:
Note: Some of them require items not available until very late game, so completing all the delivery quests is best left for one of your final tasks. However, if you simply want to pick them up beforehand, they're all available from Sequence 9 onward.
You can get the Bear and Wolf pelts from Myriam in the Stockpile or from hunting. The rest can only be obtained by hunting. Remember to only make kills with the hidden blade or arrows to avoid damaging the pelts.