If you live in one of the states (NY and MD that I know of) that requires the fired case, the dealer will send it in to the state police. If you are in any other state, you can do whatever you want with it.
MD had an interesting situation in the last legislative session. The legislature was about to repeal that law since no crime had ever been solved using the fired case. By some strange coincidence, during the Senate hearing, lo and behold, one of the most corrupt and politicized police (I use the word very loosely) forces was able to solve a crime using the fired case evidence. Whoopee! The repeal bill was withdrawn, and the cops went happily back to shaking down businesses and smuggling in drugs and guns (without cartridge cases). The cops claimed they could not have traced the gun without the fired case, even though they had the gun! Lies, on top of lies.
(A couple more of that county's finest have just been arrested for dealing drugs and illegal booze. And the Feds jailed the county executive and his wife for accepting bribes from real estate developers. But the fired case law keeps us all safe from criminals.)
Jim