Sometimes we ship items separately if there are any back orders or stock delays so as not to hold up your entire order if there are items available to ship sooner.
In addition, some items go through a different production process and so ship separately due the the nature of the item purchased. For example:
Personalized jewelry and pillows will ship separately from anything else in your order because they come from a different production facility.
Mugs and Posters will ship separately because they need to be packaged in a way to protect them from breaking or bending/creasing in transit.