as many have said here, local waste management may take them, many for a fee. its sad really, since that extra work just encourages people to throw them in the trash. oxygen tanks are not a fire hazard. oxygen is not flammable, it only helps flammable things burn hotter. [it supports combustion] the only worry you have is the pressure in the vessel. once you've relieved the pressure the canister is pretty much treated as scrap metal. many people weld them together to make cannons. so see if your local dump will take them as scrap metal before throwing them away.
for eco friendlyness, you can go to your local gas distributer [where many of us get our co2 and beer gas] and for a small fee, get a refillable o2 tank and regulator. the beauty here is that a. they hold way more. i think when i did the calculation i figured out that the very first time you replace a 20# o2 tank you've made your money back, though it can take years to get through it all. but the best part is that you can refill it rather than tossing it and replacing.
its also half of an oxy acetylene torch set up, so if you've got a need for one of those, you'll need all this stuff anyway.