NBC said it turned the package to authorities on Wednesday.
"This may be a very new, critical component of this investigation. We're in the process right now of attempting to analyze and evaluate its worth," said Col. Steve Flaherty, superintendent of Virginia State Police.
MSNBC News reported that the materials appeared to have been sent between the first and second shootings at the university. The package, which includes writings, videos and photographs, was received Wednesday.
Mysterious philanthropist, Rustem Magdeev, had agreed, at his own expense, to donate a sculpture of Rudolf Nureyev, made by Russian sculptor Zurab Tsereteli, to the Kazan Opera and Ballet Theatre