People are frequently required to send documents, forms, or other materials containing sensitive data (e.g., personal information, medical records, financial data) to remote parties, sometimes without a formal procedure to do so securely. The specific transmission mechanisms end up relying on the knowledge and preferences of the parties involved. Through two online surveys ($n=60$ and $n=250$), we explore the various methods used to transmit sensitive documents, as well as the perceived risk and satisfaction with those methods. We find that users are more likely to recognize risk to data-at-rest after receipt (but not at the sender, namely, themselves). When not using an online portal provided by the recipient, participants primarily envision transmitting sensitive documents in person or via email, and have little experience using secure, privacy-preserving alternatives. Despite recognizing general risks, participants express high privacy satisfaction and convenience with actually experienced situations. These results suggest opportunities to design new solutions to promote securely sending sensitive materials, perhaps as new utilities within standard email workflows.