I am bad, I throw them away. If Troy catches me he stops me. :( I think even Wal Mart has a collection place, just google it.
Other than the battery issue I am very environmental it is just the kids go through so many of them and I don't want the old ones mixed up with the new ones. I used to use rechargeable but they kept taking their toys to their dads who would throw out my rechargeable batteries so I gave up, it was too expensive.