Ask Electronics

How to dispose of a swollen battery: Once the battery has been removed, it needs to be safely disposed of. Do not throw batteries into trash or recycling bins. Do not put/store the battery in water. If the battery is warm, smelly or smoking, put it outside away from flammable materials, or in a fireproof container, and wait for the symptoms to dissipate. When safe, take the battery to a local e-waste collection site; refer to our e-waste page to find one in your area. Do not mail the battery to an e-waste processing facility—there are strict regulations against this as the battery could cause damage in transit. ifixit.com

Edit:spelling

Whatever you do, keep it away from anything flammable or near any living environment.

If electronics stores are not willing to help you could try the fire brigade. Call them on the non emergency number. They can advise you much better.

I brought mine to the local battery and bulbs store. I think I paid a $15 processing fee.

Did you check if your city will take them? Sometimes you need to go a specific dropoff site but usually they have instructions for household hazardous material

My comment will not help you of any way. But I find it interesting that the current regulation in France (maybe Europe?) is that any store that sells electronics (and home appliance) has to take old electronics (and home appliance) for free.

Actually everybody pays a small fee when buying electronics. The tax changes regarding the difficulty to recycle the appliance. For example, the tax for a freezer is 13€ since you have to purge the gas, where it's 1€ for a vacuum cleaner.

Call up your local Target, Walmart, Best Buy, or whatever equivalent you have in your area. They got battery recycling centers. Ask them how they want them delivered and what, if anything, they want done to the battery prior.