Most projects decide to burn, but some choose to lock the unsold tokens for a definite period time in order to have another sale or lock them for other various reasons.
I personally don't feel comfortable with the latter, I'd rather see them gone. You never know what it could happen with those "Reserve" tokens, especially that ICOs are so damn shady nowadays.
Airdrops? Nah, ruins the price and the project doesnt benefit of anything, don't even think about that. Just burn 'n go.