For some this topic needs no introduction, for the rest: What is a one-way car rental? This is the term for when you rent a car in one city and drop it off in another. For example, renting a car from Avis in Seattle and dropping it off at an Avis location in LA. This can be a great way to see explore a new state or Country, road trip style. However, often, this creates problems for car rental companies as they accumulate too many cars in some locations and not enough in others (e.g. if more people typically drive from A to B, than from B to A). In order to solve this problem, it's common for car rental companies to charge an additional drop-off fee for one-way car rentals.
Rental companies do this for a number of reasons, for example, state laws that require a car not leave it's home state for more than a certain period of time; or simply because the franchise location wants their car back. In order to get the car back, the rental company either needs to hire a vehicle transportation company, or steeply discount the car in the opposite direction to encourage a return rental. In order to cover these costs the fees can often range from a few hundred dollars, to more than one thousand dollars (or even Euros!). One-way rentals are particularly expensive for international travel, something that happens often in Europe due to the free flowing nature of the EU member countries.
So what was that about saving money?
In two words.. "shop around" (duh). Let me elaborate though. Remember what I said above about rental companies heavily discounting cars to get them back home, well yeh look for those! Certain routes at certain times of year are famous for this. For example after Spring Break in Florida, heading out of Florida (e.g. Florida to Maine). Florida is a popular spring break destination & thus afterwards it's left with a surplus of cars; this is a prime example of these discounts.
It can be hard to find them though, that's where tools come in. Websites such as Price Lab do a great job of this for the US & Canada, or AutoEurope if you're planning a trip through Europe. Sites like this will help you cut through the noise and hone in on the cheapest deals.
If you still aren't finding any options. Some out of the box thinking may help you cut the costs. You might be able to arrange with the rental company a vehicle transportation company to bring the car back for them; certainly can't hurt to ask. This won't be cheap, so I'd only consider it when you're facing drop-off fees in excess of $1,000. Other companies exist for example such as Canada Driveaway; who use their own driver network to relocate the vehicles for you. Once again, dependant on what you're able to arrange with the rental company; this may be a slightly cheaper option.