When were iron pennies made?

U.S. cents have never been struck in iron.

Perhaps you're referring to cents struck in 1943 from zinc-plated steel. Copper is an important metal for making ammunition, so the Mint had to use a different metal to help the war effort.

The coins were not satisfactory - When new they were confused with dimes, and after a few months they rusted or turned a dirty gray color. By 1944 the Mint had collected enough used ammo shells that they could return to minting from copper.

By accident a small number of copper blanks got mixed in with steel ones at each mint, so there are about 2 dozen or so 1943 copper cents. These are quite famous and sell for many thousands of dollars.