Instructions
Try yard and garage sales. These informal weekend events are a great place to get rid of a set of Atari games and you might even find an enthused collector is ready to pay top dollar for them. But, as with all yard sale merchandise, pricing too high means you might find the stuff still in your yard at the end of the day.
Find the "game shop guy." In the days of Atari, peddlers sold games at flea markets and farmer's markets across the country. These days, many of the independent used game stands may not want Atari games, but if you ask, they'll probably take some off your hands, depending on condition and popularity of the game.
Sell to online retailers. The Atariguide.com site sells game cartridges, and though navigating their FAQ doesn't reveal their methods of collecting games, they would most likely buy or have contacts for someone who does. Of course, you could always eliminate the middleman and post your games up for sale on your own site, but the overhead might be prohibitive.
Try eBay. If you do want to be your own seller, eBay is the way to go. Post your Atari games on auction and see who bids. You can arrange shipping with the buyer and everybody wins.
Try gaming events like VGXPO, America's VideoGame Expo. Held annually in the Philadelphia Convention Center in Philadelphia, Pennsylvania, the event is a great chance to meet with other gamers and talk about trends in the industry. Atari 2600 may not be a huge issue there, but on the other hand, you might find someone who is an avid Atari 2600 collector. At the least, you can survey the crowd about Atari's legacy and "talk shop."