Here's a little bit of US history - in 1943 war time, steel pennies were minted due to expectations of a copper shortage. This Steel Cents Collection of 5 pennies (minted in Philadelphia, San Francisco and Denver) was never placed into circulation.

The current US penny is zinc with a copper plating. Did you know that in the 1970's they considered making them out of aluminum? A very small quantity were minted but never circulated. These aluminum pennies are now considered illegal and are subject to seizure by the Secret Service. Wow!