Some model railroading clubs will accept them as donations and sell them at trains shows to raise money. Same is true for some Railroad Historical Societies. Check with your local hobby shop, he may have some leads. The NMRA's library accepts donations, but you have to mail them - see their site here http://library.nmra.org/ for details. There are also used magazine dealers such as RailPub http://www.railpub.com/ who may buy them from you.
Good luck
Paul
I keep them for the articles in them, I have articles dating back to 1992, which were given to me by a friend, I subscribed in 2005. 1939 is pretty old, you may have luck selling the older ones in bulk on Ebay. Donating them to a local club is also a great way to get rid of them, they will probably appreciate them. You could also donate them to a hospital or senior citizens' home.