On occasion a lobster will drop its claw as a defense mechanism. This can happen in shipping and in the wild. Lobsters will battle other lobsters over territorial rites.
A lobster with only one claw is called a cull. Culls are often a good deal at the local lobster pound.
It can take several molts for a lobster to grow back its claw. If your lobster arrives alive it is fine to cook up the lobster and its dropped or broken off claw.