Originally Posted by Larry Rodgers
Vacume tubes contain mercury and should be taken to your local disposal station for safe elimination.
Some indeed do contain mercury, like type 83 and 866 rectifiers. However, you won't find 866s in a guitar map, and I think only a very few rare examples used the 83.
Mercury is a metal and is liquid at room temo, In a tube, with the heat, it would quickly evaporate into a gas and ionize the innards, causing shorts, the tube would not turn off and all sorts of mayhem. Yes, some tubes do use it and were designed for it, but I think you may be hard pressed to find any in your common 12AX7 or 6L6.
With that said, yes there are some strange things in a tube, in very small quantities. I always just tossed dead ones in the trash, but I guess the environmental thing to do would be to take them somewhere that handles recycling or e-waste.