I have seen people save them. I, too, am reluctant to throw them away. Are there laws or standard custom(s) for what is or should be done with the empty jars from yahrzeit candles?
We shouldn't need any more yahrzeit candles.
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"The sages taught: Tashmishei mitzva (objects used to perform a mitzva) may be discarded; tashmishei kedusha (accessories of kedusha) are buried.
And these are tashmishei mitzva: a succa, lulav, shofar and tzitzit.
And these are tashmishei kedusha: cases of books (=Torah scrolls), tefillin and mezuzot, a bag of a Torah scroll, the sack of tefillin, and its straps."
(Talmud Megillah 26b)
As we can see, (as opposed to the Sefer Torah or Tefillin/Mezuzzah category; which requires special burial etc.) even an item used for a mitzvah like a shofar may be discarded after use.
However, when discarding mitzvah items, they should be treated with respect.
(See S.A. O.C. 21:7 for an example of different opinions on how to treat old ripped tzitzis strings.)
Another thing you can do with them is try to burn them in use for another mitzvah, like using old haddasim to burn with the fuel in an oven to bake challahs for Shabbos.
(See Kaf ha-Chayim 297:11)
But Tashmishei mitzvah (things used for helping to perform a mitzvah) require no real special method of disposal.
However, Rav Elyashiv (quoted by Sefer Ginzei Kedusha by R' Yechezkel Feinhandler) says one should dispose of them with respect. For example, used Shabbos candlesticks and used wicks should be disposed of respectfully.
My Rebbeim taught me to wrap such items in separate darker plastic bags and throw them away without mixing them with smelly garbage.
But a disposable tin container which is not only used to merely hold the item used; but the item is functioning as just a Minhag or Halachah, (it is not a direct Mitzvah item itself) may surely be discarded after use.
However, if you have sensitivity in your heart, because it was used to elevate a Neshamah, there is nothing wrong with using it for something good (a pushka?) or desposing of them respectfully as well. But there is also nothing wrong with using them for storing buttons, or saying lechaim (drink). :)
One final comment:
Rav Moshe Feinstein (Igrot Moshe YD I:173, YD II:142) rules that while erasing a tape recording of Hashem's name is not a transgression of the prohibition to erase a written name, it should preferably be avoided because it smacks of disrespect.
If taking a pile of "used Neshamah candle tins" marked with Jewish stars, and dumping them into see-through garbage bags with dirty disposables makes you feel like you are displaying disrespect for their original use, then it is fine to take care and dispose of them in a respectable way. Your heart's feelings may show you that middas chassidus is better than relying on the simple heter. But its up to you.
Yahrtzeit is a minhag, although a fairly "strong" one. However, as it is a minhag, I don't believe that there is any kedusha attached to a burning yahrtzeit candle, and even less to an empty one.
Years ago, the ayhrtzeit candles were bigger in size and had much thicker glass. My grandmother saved them for drinking glasses (yes, as kid I broke a number of them,) and for "Polidenting".
Even with the smaller glasses now, I have kept my grandma's minhag and I use them for drinking or storing my tea bags. (I won't delve into the tea-bag fetish.)
One somewhat unusual but interesting idea - fill the tin with soil and plant herbs in it. Someone told me that this is a way of "reversing" its original use. I.e., the candle was used to memorialize the dead that was buried in the ground. Now, you use the "ground" to create birth via herbage. Also, the herbs have a good smell which pleases both the living and dead "neshama". A bit obscure, I admit, but, it doesn't sound like a bad idea, actually.