The main post office is in Centro, but there are branches all over the city, including one at Galeão, several on Avenida Nossa Senhora de Copacabana in Copacabana, and one on Rua Visconde de Pirajá in Ipanema. Most are open weekdays 8-5 and Saturday 8-noon. Federal Express and DHL have offices open weekdays, but shipping usually takes longer than just overnight. You can call a day ahead to schedule pickup.
DHL (Rua Barao de Tefé 7, Centro. 021/2516-0828 or 0800/701-0833). Federal Express (Av. Calógeras 23, Centro. 0800/903-333).
Agência Central (Av. Presidente Vargas 3077. 021/2503-8467).