Here in New Mexico, we are not allowed to recycle glass. Can't go in the bin. Too expensive to deal with.
Metals, paper/cardboard (nothing with grease on it) and plastics. That's it.
Uses for recycled plastic and paper are fairly limited. You want to drink out of a murky looking bottle, or read reports on a brownish-gray paper?
My understanding is that metals are fairly fungible. Since people are still stealing things like steel and copper for scrap, I'm thinking that there's plenty of market for it. When thieves start pilfering the newspaper out of your mailbox to sell for scrap...you'll know that the market has taken off there, too. ;-)