What things make pennies dirty?

You don't really want to if its any sort of collectible coin (such as wheat pennies, Indian Head pennies, etc.) it will ruin the value of the coin. Seriously. If in doubt if the coin is valuable DO NOT CLEAN IT. I repeat, if there is ANY doubt at all, DO NOT CLEAN IT. I've seen coins that could be worth several hundred dollars reduced down to $2-3 coins because the owner cleaned them (or attempted to)

If you really, really, want to clean your pennies get a cup and pour some vinegar in it, add a teaspoon of just regular salt and let sit for about 5-7 minutes. Then take the coins and be sure to dry them with a soft cloth, if you don't dry them they will turn green and if you don't use a soft cloth it will scratch up the pennies.

But, think before you clean!