Here's what I replied to another person who was wondering about the Telltale Store's shipping timeframe, not seeing a status update after a week:
Originally Posted by Macfly77
As for your question about the usual shipping timeframe, as far as I recall, it's never taken more than a week or so (except for backordered and of course pre-ordered items) for my ordered items to ship (I have in the past placed 18 orders with Telltale that contained physical items and have never had any issues, even with the few that were shipped to my brother Belgium) but they've never shipped "same day" (or even "next day", iirc).
One last thing of possible interest is that things might have changed, but in the past, the order status was not always updated in a timely fashion. It wasn't rare fo me to have the item(s) in my hands before the order status changed to "Shipped" (an order I received over four years ago still says "Your order has been submitted to our warehouse and will ship soon. Please check back later for shipping info.").
While his order status hadn't been updated from "Your order has been submitted to our warehouse and will ship soon. Please check back later for shipping info." when he posted on January 20, he received the package on January 22.
In other words, no need to worry just yet.
One final note: Strong Bad's Cool Game for Attractive People is indeed awesome!