If it's glass, then it should be recycled. They'll put it in a vat full of molten glass, so any remaining wax will just be burned off in a second.

be a hoarder and collect them lol. jk make your own candles and use them again you will never have to buy another one.

You can normally get refill candles to put in them. - e.g "angel refill candles" or see link.

Otherwise I use mine to store makeup brushes, cotton buds, pens on my desk etc.

I buy lots of Virgin Mary/saint candles from the local Mexican grocery store, those tall skinny ones. But I have no clue what to do with the empty glass jar when they're done burning.