During the U.S. Mint's issuing of normal circulation coinage, every coin (except one) had at least a little bit of copper in it. Even coins such as the Morgan and Peace Silver Dollars have a little bit of copper (90% silver, 10% copper.) The circulating gold coins have some copper, too (ranging from 8.5% to 10%.) You can also rule out Nickels (which are actually 75% copper!) There is 10% copper in the pre-1965 Dimes, Quarters and Half Dollars, and the Cent, of course, was mostly copper until 1982 when it became a copper and (mostly) zinc mixture.
Think about the pennies again for a minute, though... Were all U.S. Pennies made with some copper? It turns out that the only U.S. coin made for circulation that has no copper in it at all is the 1943 Steel Wartime Cent! Did you answer this trivia question correctly?
Would you like to challenge your fellow coin collectors with a trivia question? Send your question, (along with the answer, please,) to firstname.lastname@example.org and maybe I'll post it to the Web site here for everyone to try.