Exchanging Propane Tanks Across State Lines?

We are moving and have three 20# propane tanks for our grill that we'd like to keep. Our moving company will not move them, and Home Depot, Wal*Mart, and other national chains won't seem to allow me to "deposit" them in Virginia, and then "redeem" them at the same store chain (e.g. Wal*Mart, Home Depot) in another state. I can't drive them, due to HazMat laws, and I really don't want to lose the three tanks. Any ideas on how to get around this?