It is pretty incredible that so many people here have conjectured and actually tried so many ways to destroy these old devices.
The real pity is that there's so much "obsolete" computer / IT / electronics "junk" to be disposed of at all, and no good way to recycle / reuse / incrementally upgrade it. To make matters worse the "Design For Obsolescence / Design For Failure" attitude has caught on with the manufacturers and now they do everything possible to ensure that there's no continuing usability of most products past several months or a couple of years if you're lucky. They conspire to make any actual repair, salvage, or recycling all but impossible.
Preserving privacy in disposing of IT gear is a good idea, but preserving the planet's ecosystems / natural resources through smart recycling options for all IT gear (and all other consumer / industrial products) is the elephant in the room that nobody's talking about enough.
It is especially annoying that even when there are old devices that can still be useful for some purpose but they're intentionally crippled by lack of software support, for instance, many wireless networking devices without current drivers or security updates, sound cards without current drivers, etc. After a manufacturer declares the end of support for a given model of device they should (if they haven't already) openly publish the specifications / schematics / source code for the hardware / firmware / software so that people who do still want to use them can do so by their own efforts.
Certainly a lot of perfectly good devices like hard discs have plenty of still useful components in them like motors, sensors, position encoders, etc. that could be directly reused for various things like art projects, toys, educational electromechanical learning projects, etc. but rarely ever are just because the uncaring manufacturers don't even bother to help anyone recycle these components by specifying their operational characteristics / connections, and this same thing prevents effective repair of devices that would still be usable but for some minor easily repaired fault.
These days they even hard-seal the *battery* and *fuse* inside many kinds of electronics so after you blow the fuse or after the battery wears out after the first 300 or so charges the whole device is effectively useless lacking any easy way to replace a part that should be easily replaced.
As for hard discs, the best privacy option is to never store sensitive data on there that isn't in some kind of secured / protected form. Next one can certainly bulk erase the platters by degaussing them if you have the equipment or patience to take them apart and use a strong magnet over the naked platters at very close range. Sanding / grinding off the platter surfaces would work too, of course. You could put them in a kiln and take them above the curie point of the media to effectively erase them, though you'd melt / char most everything in there too unless you removed the platters and did the heating to them only.
I don't quite understand anyone who'd burn the whole drives or even just the platters with lots of fuel like gasoline or wood products; that'd be quite a waste of energy / materials and would cause a lot of unnecessary pollution for a really excessive and misguided strategy of erasure.
It's a bit silly to complain about smog and the price of gas and global warming and whatever and go around torching electronics for no particularly good reason probably generating a lot of toxic smoke.
Also I'm quite shocked to see people resorting to saws / chisels et. al. to take apart old drives; usually they're quite easy to just unscrew in my experience, though I suppose some may be harder than others to get inside.
I've seen a lot of replies about people burning / shooting these things, but not one about taking the parts out and doing something of any hack value with the guts, kind of amazing for this board. Not one HDD -> clock or mobile or art project or anything?!
I think we're slipping into a neolithic era again or something.