I remember an add from quite a few years ago which was selling a furnace that burned used motor oil. I don't know if this product's still around, but I seem to recall that it was targeted towards repair garages which accumulated a lot of used oil, & they could recycle it back into heating the shop. I'd imagine that oil recyclers couldn't just drop off used oil at your doorstep.
I also used to buy recycled motor oil at WalMart, but that was about 4 yrs ago. I think it was a 10W-30, but I haven't seen it there since that time.