Previous Owner Of My Home Opening My Mailbox And Taking Their Mail

Hello,

I recently bought a new home and can see via Informed Delivery I keep getting lots of mail for the previous owners. They happen to now live directly across the street from me and our mailboxes are right next to each other. I received a package from USPS yesterday and the carrier was surprised to see a new face/name and mentioned they never filed a change of address. When I go check my mail, I can see everything addressed to their name has been removed, they must be opening my mailbox and taking their mail out. This is illegal, right?

Thanks,