The materials used to mint pennies has changed. Originally, pennies were made of almost pure copper. Today, British pennies are made of nickel/steel blanks coated in copper, and US "pennies" (actually cents) are made of zinc blanks coated in copper.
Steel-plated zinc.
Because they are error coins. 1943 was the only year that the US intentionally minted steel cents, those coins are not rare and only fetch a few cents or a dollar or two. 1944 steel cents are error coins and were not intentionally struck, rather, steel blanks were left in the machine used to strike pennies and they were struck in steel rather than copper. Other 1944 pennies are made out of copper and are not rare and they only fetch a few cents.
Pennies are made of copper and don't rust unless they are the zinc pennies issued in 1942 and 1943. However, zinc will not rust either. The so-called steel pennies minted during World War II were made of steel and coated with zinc. If the penny becomes damaged or if the zinc coating is compromised, the underlying steel will rust if exposed to the proper elements. Pennies do corrode though.
1943. See Related Links for a picture and some history.
A final decision hasn't been made yet. At this point there is serious discussion of using plated steel, similar to the metals used by several other countries for low denomination coins. Plated steel has been successfully minted in Canada, the U.K., and the EU.
Among American pennies (cents, actually) only the famous wartime steel cents made in 1943 are magnetic. All other US cents are made of metals such as bronze or zinc that aren't attracted to a magnet. In 200 Canada changed the composition of its cents to copper-plated steel, so those coins are attracted to a magnet but earlier issues aren't British pennies have been issued in both bronze and copper-plated steel so depending on the year of issue they may or may not be attracted. In some years both compositions were used, which makes things a bit more confusing. Euro cents are all made of copper-plated steel so they too are attracted.
threads are made by high carbon steel and high speed steel. the body of die made by steel and carbon steel
Usually steel.
None. The first steel cents were struck in 1943. Because the steel blanks weren't used until after the end of the 1942 runs there was no possibility of off-metal strikes like the famous 1943 copper or 1944 steel errors.
The ball used in hammer throw is made of steel.
The daggers of the Romans were made of steel.