If you have the old propane tanks that are the kind for barbeque grills then you can usually take them to Home Depot or a propane place who can then dispose of them.
Also you can take the propane tanks to Home Depot or any other place that does propane tank exchanges and you can exchange your old propane tank for a full propane tank and pay for the propane only.
Or some cities and counties have recycling places for Hazardous Waste which will usually take the propane tanks for recycling.
So check with your city or county to see if you have a recycling place for drop off for old propane tanks.
The small propane tanks that are not refillable can be dropped off at hazardous waste centers as well but not thrown in the trash as it can injure trash company workers.