If, like most folks in the Western World, you use and enjoy Christmas/holiday lights, you probably also have several strings that no longer work. Instead of throwing them in the trash (which means into the landfill), make a plan for how you will recycle them.
Lowes often accepts strings of lights during the holiday season (call your local store to confirm). Holiday LEDs recycles lights (you pay to ship them and then Holiday LEDs sends you a 15% coupon to their online store). Christmas Light Source, based in Texas, has a similar program. Also, check out Environmental LED.
If none of these options work for you, trying searching Earth911 to find a recycling program near or accessible to you.