Not sure if you've tried this...

Google Projector Bulb Disposal (or Recycling) followed by your city and state. This usually turns up some local website with a variety of different recyclers, and then you need to call to determine which ones take it, and if there is a cost.

I know there are others that do this via mail for free, but it will cost you the postage. Just drop the city and state from your search, to find mail-in projector bulb disposal or recycling.