Batteries can catch fire! Depending on what kind they are, they can catch fire if a connection is made between the terminals. This results in a short circuit which can lead to ignition.
Lithium ion batteries are particularly dangerous as they can catch fire if they are damaged or if they overheat. The danger is less if the energy is all used up. Always protect the terminals once you have finished with your batteries by taping the ends. Do not send your batteries to the trash as they can cause fire in the truck or in the landfill. This is very bad news as landfill fires can cause serious large scale air pollution.
By recycling your batteries through a battery recycler, you can avoid this fire risk.