I keep them. But they not totally empty, I always leave a few drops in them and come back to oldies, even if it's for one time only. I think that I'm kind of sentimental.
It takes me forever to reach the bottom of a bottle of perfume, but when I get there, I would either re-use it for some purpose, or sell it on. If neither are possible, it goes into the recycling.
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I keep those which are in pretty bottles! I usually buy perfume that comes in lovely packaging, though, so I end up keeping most of my empty perfume bottles.
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I hardly ever reach the bottom and usually don't throw them away, but during time they just kind of disappear... mostly to friends, my mom or eventually trash.