One trick I found with this that works on the West Coast at least is to try returning the car to a station right across the border. Then immediately rent a new car from that same station for the rest of your trip. The rental car companies can't keep foreign cars in country indefinitely and have to repatriate them, so if you make that a 10 mile drive instead of a 300 mile drive they at least have the ability to pass some of those savings on, although not all do.
