I gave my ex-fiance's mementos to a trusted friend of mine who lived several hours away from me. I had the comfort of knowing that I didn't destroy them, but it was such a schlep to go see those things that I never bothered.
I donated my engagement ring to a local charity - the thought that others could find some good out of our failed relationship was comforting to me. My friend retrieved it for me when I was ready and then I let it go.