In the case of Nokia here are some of the details:
US users can print a pre-paid postage label to send their phone off for recycling here. Other countries have similar programs and details of these recycling programs can be found here.
Other manufacturers also offer similar programs or, more generically, you can recycle through a number of organisations.
Many charities have phone recycling programs:
- ActionAid Recycling (UK)
- Help the Aged (UK)
- Oxfam (UK) Freepost Recycling Program
- Check your favourite charity via Google - they may have a program.
Your operator will also generally accept mobile phones back for recycling program. Details are usually available on their respective websites. You can also try your local government council / office; many have official recycling program for consumer electronics.
If you have any tips or advice please add them to the comment thread.