The mass of a penny has changed significantly whenever the metals that make up the penny have been changed. Different metals change the mass of a penny because they have different densities. Two pennies that are approximately the same size but which have different densities will have different masses. As to why the metals that makes up a penny change, that part is more of a historical question. While pennies were made of pure copper until 1837, but switched to bronze for a few years until 1857, when it was returned to copper. During World War 2, a copper shortage caused pennies to be made mostly of zinc. And finally, the ratio of copper to zinc was changed in 1982, again changing the mass of a penny.