A lot of departments collect it and trade it in when they buy new ammunition. It depends on the department.
When I was rangemaster for our department, I loaded all the .38 practice ammunition on an Ammo Load automatic machine, but bought all the 9mm practice ammunition. I loaded an average of about 60,000 rounds of .38 a year. We bought all our duty ammunition from Winchester. The guy who took over after I got promoted didn't want to load, so he talked the department into buying all their practice ammunition and they traded the brass in.
Each department has their own policy concerning brass, and it may change with administrations, or even who is running the firearms training.
Our local department, which is a small one, used to collect all their brass and trade it, but then they got a new chief who didn't want to bother with it, so all they had on hand was given to me.
You won't know until you ask. The worst they can do is say no.
Hope this helps.
Fred