All the major car rental companies have one or more drop-off locations at or near Walt Disney World. National/
Alamo is on-site at the Car Care Center and WDW Dolphin. Other companies are at nearby hotels (on Hotel Plaza Blvd. or else just off-site) or dedicated facilities (usually just off WDW property, such as on Hwy. 192). Most provide free shuttle service to WDW hotels.
For example, Hertz has a Kissimmee-WDW location on Hwy. 192 near Disney's Animal Kingdom.
Just make sure your car rental reservation identifies the correct pick-up and drop-off locations. You'll find that coupons, promotional rates, or negotiated corporate rates sometimes don't apply when the pick-up and drop-off locations are different. The price difference can be large. Several times now, I saved enough money by renting and returning at MCO to make it worth doing so. I dropped my family and our bags at our WDW resort, returned the car to Hertz at the airport, and used Disney's Magical Express to get from MCO to our WDW resort. It probably added at least 90 minutes compared to dropping off at Hertz on Hwy. 192. But it was in the evening, and my family didn't have to go with me.
Also, be sure to pay attention to the hours of the car rental offices near WDW. Many close around 5:00 p.m.