The rapid growth of e-commerce has transformed the nature of delivery logistics. Orders have become smaller, more frequent, and are sent to a greater number of dispersed destinations, often with tight delivery windows and high time sensitivity. This fragmented and dynamic delivery environment makes consolidation, i.e., grouping shipments, routes, or operations to reduce inefficiencies, increasingly difficult for delivery companies. As a result, trucks often run underutilized, routes overlap, and congestion in urban areas worsens. Emerging strategies, such as (shared) collection points networks and joint delivery models, show promise in this context but also raise new challenges, particularly around competition and collaboration between delivery companies. Our manuscript explores these challenges in both last-mile and freight delivery by investigating the strategic interactions between companies using game theory. The first emerging strategy we study in this context relates to the deployment of collection points in city centers, i.e., locations where customers can collect their packages at a time that suits them best. While these collection points can significantly boost consolidation and delivery efficiency, their strategic placement by competing delivery companies may lead to overlap or clustering in the same areas. This, in turn, reduces their overall effectiveness from a societal perspective. In the first chapter of this thesis, we use a game-theoretic framework to analyze how competition drives inefficient collection point placement, and explore whether, and if so how, public authorities (e.g., a municipality of a city) could help bridge this gap. In the second chapter, we remain inspired by the positioning of collection points, but shift our focus to the perspective of delivery companies collaboratively opening and subsequently operating a shared collection point network, another emerging strategy applied in practice. For such a strategy to be sustainable, the costs of opening collection points and the revenues generated from the shared network must be allocated in a stable way among the participants. To identify such reasonable allocations, we make use of concepts of cooperative game theory. In the final chapter of the thesis, we turn our attention to the emerging strategy of freight consolidation, allowing delivery companies to group shipments on overlapping shipping routes. Typically, such collaborative initiatives require substantial investments in data-sharing infrastructure to facilitate effective cooperation. Similar to the second topic, we use cooperative game theory to analyse how to allocate the costs related to investments and transport reasonably. As a whole, this thesis thus contributes to both the study of novel consolidation practices in last-mile delivery and freight logistics, as well as the development of tailored game theoretical models that allow us to gain both theoretical and practical insights in this area.