I do most all the time. I have had occasions where I have not thought about it because I'm focused on the hunt, but I try to remember. I see no difference between the cases and used drink cans and paper wrapers. It just looks bad to see them lying around. Moreover when I sight in my rifles in I pick up the brass, and other people's garbage most of the time. I draw the line on .22brass except my own...just too much around!