Don't know about counterfeiting, but when I tried to order yubikeys via German amazon, every single one of the blisters looked suspiciously as though they had been tampered with[1]. They were opened juuust slightly on the side - enough to potentially slide the key out and in again, definitely something that you could miss if you weren't paying close attention. I placed a second order and the exact same thing happened. It was quite weird and I've since ordered from yubico directly.

[1] http://imgur.com/gallery/1c8uMFr