It fell off the back of a lorry

That used to be the common excuse when found in possession of something which had apparently been illegally acquired.  It was often used in association with contraband goods (booze, nylons, off-ration food) during and after the Second World War.

It was never a credible excuse.  Nor is it today, even in stories like this:

Authorities in Kazakhstan are on high alert after a container holding the radioactive substance caesium-137 disappeared in the west of the country, police said on Tuesday.

A police spokesman for the Mangistau region said the material – commonly used for military and medical purposes – appeared to have fallen off a vehicle that was transporting it.

Pull the other one, Ivan!