People commonly refer to absentee voting as "voting by mail" or "mail-in voting", but those names are potentially misleading because you do need to return your ballot by mail.
States that support voting by mail also support dropping off your ballot at a polling place or one of many secure drop boxes. Therefore, an absentee ballot is strictly more convenient than voting in person because you can fill out the ballot in the comfort of your own home and skip the lines.
You can check the exact rules for dropping off your ballot in your state by visiting:
… and the bottom of the page contains links for each state. For example, the instructions for the state of Kentucky are located at the bottom of this page:
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Vote.org - Absentee ballot - Kentucky
Note that you don't have to complete the form. Just keep scrolling down to view the ballot drop-off rules.
Your state will also include a list of valid drop-off sites and hours when you receive your ballot in the mail.