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.
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.
Dan Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.