According to the Environmental Protection Agency Americans buy almost 3 billion dry-cell batteries to power their devices and throw out about 180,000 tons of them a year. You've probably got a few in your remotes, clocks or rolling around in your junk drawer. When they're used up (or sometimes when we're just tired of hearing the stupid things rolling around) we toss them out. Big mistake!
These batteries are full of heavy metals used to generate power; materials like mercury, lead, cadmium and nickel. Far safer to recycle these guys than just toss them in the trash.
When batteries are disposed of in the trash they're either incinerated, crushed or left in landfill so the metals inside are exposed to the air or ground. On a small scale that's not really a big deal, but at the 180,000 tons per year rate we were just talking about that's some serious possible damage.
Batteries are either dry or wet. Dry is the smaller stuff you use for your devices, wet is used in cars and boats, but both can be recycled. Wet cell batteries can be returned pretty much wherever you buy them. Most car dealerships, Autozone or Wal-mart will take them for free. Dry cell battery recycling depends on your area. Some municipalities have special collection days or places to drop them off, often at sites you can drop off other hazardous materials like paints, oils and chemicals. Electronics stores also sometimes have them: places like Best Buy and Office Depot.
Check with your waste disposal company and municipality to see what they recommend. Or try earth911.com, an EPA affiliated site, or calltorecycle.org, run by a non-profit that aims to promote sustainability.
Note: If you've got alkaline batteries, common in many consumer electronics, they're nonhazardous but can still be recycled so it's not dangerous to toss them, but it's not the best thing you can do either.
(Images: Flickr users Raymond Yee and epSos.de under creative commons.)

Sheex Bedding
It is interesting to know that throwing out batteries is not illegal in the US. It is in Poland (and probably in the EU) and every shop that sells batteries have containers for used one.
@ardas - U.S. needs to catch up!
Exactly my first thought!
I think tossing any type of battery is already illegal for at least ten years in the Netherlands and surely in the whole of Europe for at least à couple of years.
Really stupid and stange that it still isn't in the US...
There is nowhere to recycle used alkaline batteries in my area and the local government recommends tossing them in the landfill. I refuse to put them in the trash, so I just have a container full of them waiting until I can find somewhere to recycle them.
If there's nothing in your area you're not out of luck but sadly it's somewhat expensive. Battery Solutions will send you a postage/recycling paid box for $25.
http://www.batteryrecycling.com/Categories/iRecycle+Kits/195/
Or if you know a lot of people who want to recycle them and who are willing to split the cost The Big Green Box will send you a Big Green box for $63.
http://www.biggreenbox.com/catalog/index.php?cPath=1
According to the people at Batteries Plus, alkaline batteries do not need to be recycled. In fact, they don't take them. I brought some in and the guy just gave me a confused look.
Remember! Costco also takes your used batteries!!!
I just replaced my clock batteries and was about to throw out the old when and thought of this article. Damn, now what am I going to do with this one dead AA battery?
Here, there's a specialty recycling depot where they take old electronics, household chemicals, and batteries. Look on your city's webpages.