Wood pellet suppliers often look to buy used pallets, and some even offer pickup services. Mike's Pallets, for example, buys pallets and offers pickup service in the New York City area.
Manufacturers design wood pallets to handle heavy weights and the rigors of shipping, so they're often durable enough to reuse. However, pallet suppliers are interested primarily in buying large amounts, so they might only offer free pickup service for large orders. People with only a few pallets might want to call local shipping companies to see if any are interested. Another option is to place an ad in a classified section; Craigslist allows people to list items for sale at no charge.