When you need to dispose of an oil filled electric heater you can place it out by the curb and someone may come by and haul it off for scrap.
I've also taken oil filled heaters and other scrap to a scrap yard with some other scrap metal and got paid for a load but it takes a lot of metal to make any decent money.
But the scrap yard may even just take it off your hands and recycle it free of charge even if you don't want money for it.
Our scrap yard has a spot for people to drop off appliances and other things after hours or any time even if they just have a few things that are not worth making money from.
The metal gets recycled and it gets the metal out of the persons way.
Some trash services will not take appliances or other things such as oil filled heaters.
But even sitting it out at the curb or posting and ad on Craigslist for scrap to get rid of can usually help you get rid of it.