What US pennies are worth a lot of money?

Many regular issue U.S. one cent coins are worth more than face value especially in the high Mint State grades. Some of the more well known coins are: 1909-S V.D.B., 1914-D, 1922 no "D" mintmark, 1931-S. Then there are error coins, such as a 1955 doubled die and the famous 1943 copper cents.

A good thing to do is get a copy of "Red Book" A Guide Book of United States Coins. This has information on all U.S. coins.