I suppose you could donate them. CO lets you buy merchandise, but the catch is you pay something like 100 miles PLUS dollars. Doesn't seem too appealing.
If you have miles in a program like AMEX you can transfer enough miles to boost your mileage in some programs to get enough for an award. I always get mileage credit when traveling other than United and then I'll either donate the miles when they get close to expiration, or transfer miles in and take a free flight.