Each police or fire jurisdiction has its own policies and procedures for evidence collection and handling.
Knives are best suited to packing in corrugated boxes so the blade does not cut the package or people.
This might include: drugs, explosives, loaded firearms, ammunition, etiologic agents, flammables, radioactives, etc.
Compliance with the regulations starts with the proper classification of the material to be shipped: chemical composition, flash point of liquid, degree of hazard, etc.
Sandia National Laboratories has prepared a review of packaging types for consideration of shipping hazardous evidence.
Packaging is not to be considered as "tamper proof"; it is only one component of an evidence management system.