There is a website for the Massachusetts Department of Environmental Protection (DPE) that has good information on this.  Go to http://www.mass.gov/eea/agencies/massdep/recycle/hazardous/propane-tanks.html and you will find a listing of vendors who can take 20 pound tanks.  Smaller 1 liter tanks, such as those used for household torches, can be disposed of in the trash when empty.