Styrofoam is a trade name for expanded polystyrene (EPS). Styrofoam is hard to recycle because it takes up so much space relative to its weight, so shipping it to a recycler does not provide much return on investment.
There are no recycling options for Styrofoam peanuts. Also, collection programs at retail stores no longer exist. Instead, consider a reuse project at home or place them in the regular trash for disposal.
See more about Styrofoam Blocks and Styrofoam Containers.