I'll give it away or trade it for something to a buddy or keep it until I have a gun in that caliber again. If I have the ammo, I'm set up to load for it. I'm more likely to buy that caliber again since I'm set up to load for it. I don't sell many guns so I generally don't have this problem. My only orphan ammo is .357 Sig and 40 S&W and I can't rule out buying another pistol in that caliber.
Gunshops generally won't buy factory loads for safety reasons, handloads pretty much out of the question.