Some people throw them in the washing machine, but it makes them lumpy. The lady in this video shows how to do it right. Yes, it works. I've done it twice this week, and they work great. They're pretty expensive to toss after dusting a room or two, so this is awesome (to me).
One note--if you tackle something really dirty with a lot of cobwebs, those webs may ball up and not come out. But even though they're stuck in there, they're basically clean after washing and won't come out on the next thing you clean. Just consider them part of the structure of the duster.
Video at the link below: