I have 3 models that basically worthless now and Roku has no Recycle program. The models are collecting dust. However I do not wish to send them to a landfill as they do work. I have made the decision to not invest in another Roku because of this and hope that one day Roku will improve for the betterment of our environment. I will utilize an android box till then.
There's no e-cyling where you live?
Very few manufacturers of any kind directly recycle their own products. But as @Strega mentioned, you can find a way to recycle electronic items almost anywhere. Check this page to see what can be recycled and locate a recycling location.
It's obvious depends on the area, somewhere more somewhere less, but if you will try I am sure you will find some recycling factory in your area.
Your local refuse probably has electronics recycling.