AFAIK they sell penny sweets, but they cost more than a penny. But I haven't looked for years, I *hope* there's something you can buy for a penny, but I don't know.
Of course, some things are sold by weight, so you could buy a 1/3 of a sweet or ten resistors, or 1/30 of a banana...
I don't think they qualify as useful, unless I use them to prop up a wobbly table leg or something :-)
A couple of cable ties? They always come in handy....
Of course, some things are sold by weight, so you could buy a 1/3 of a sweet or ten resistors, or 1/30 of a banana...