Call your municipality's administrative office to find out if your town has a special day for picking up Christmas trees or a place where you can take them after the holidays where they will be ground into wood chips and/or composted.
Related: How To Build The Ultimate Compost Bin
Often you can go to the municipal compost site in spring and get free compost and/or wood chip mulch for your garden. Of course, you won't recognize the chips/compost from your tree, but you can feel good knowing that it's helping other gardeners have healthier landscapes and that you've kept perfectly good organic matter from clogging a landfill.
Learn more about winter composting in the video below: