This first category of robots is usually called UGV or unmanned ground vehicles.
They can be operated with remote control units but the future is usually in autonomous UGV that have sensors to navigate their way around their environment and learn more as they go with built in ai software.
We probably first saw these type of remote control units on police tv shows or movies where the police robot is sent in to find and take photos of some subject in a building or to find and possibly detonate explosives.
Countless childrens toys were made which replicated the remote control ground unit.
Now in the media we are seeing very powerful autonomous animal looking UGV by companies like Boston Dynamics where the creatures are able to run over very rough outdoor terrain and right themselves when they fall or are knocked over.
Simple outdoor roving robots could be made with wheels or continuous tank treads that can traverse very rough terrain.
It is much more complicated and expensive to make 4 or more legged creatures that can navigate rough terrain but there are smaller ones like those at Petoi which are available in kit or assembled form for hundreds of dollars.
Of course some of the bigger ones that are selling for over $10,000 are able to carry heavy loads some upwards of 100 pounds.
To do this one must have a heavy duty frame and powerful servo motors, linkages and batteries and be weather protected from rain and other types of rough weather.
Drones have been around for several years but are now starting to be used or commercial package delivery services.
A relatively new Canadian drone company is expanding its use of drones for commercial package delivery services and you can read more about them Canadian Drone Delivery Services https://dronedeliverycanada.com/applications/