I have given them back to the bank. That said, I one time couldn't get to the bank when they were open until several days later and the bank tellers seemingly became "suspicious" of me for holding on to it for what they perceived to be a "long time". Excuse me for being at work!
The next time it happened, I dropped it into the bank's night drop-slot on the side of the building because I knew I couldn't get to the bank during business hours any time soon and sure wasn't going to be accused of anything I'd never do!
On a different note, I know that ATM/Tyme machines often shred cards that are left in the slot for too long. I was aware that could happen before it happened to me. The only problem when it happened to me was that I didn't leave the card there - I was waiting for the machine to give it back to me after I had my money and the machine malfunctioned. I went to that bank the next day (not my bank) and informed them of the malfunction. I told them how I could hear their machine shred it and they confirmed it was shredded. I then had to go to my bank to order a new card that took weeks to arrive.