At the beginning of Mad Men Season 6, there was speculation that pennies would be an ongoing theme. Pennies are mentioned in the first three episodes that were aired. (Since The Doorway Parts One and Two were aired together, pennies were actually mentioned in three of the first four episodes, but whatever.)
But then the references disappeared. Who knows why? Maybe it was never intended as a theme and was just a coincidence. Maybe it was intended as something but became awkward to insert into scripts and was dropped.
At any event, here are all the Season 6 penny references:
Episode 6.01 The Doorway Part One
Roger Sterling: What are the events in life? It’s like you see a door. The first time you come to it, you say, Oh, what’s on the other side of the door? Then you open a few doors, then you say, I think I want to go over that bridge this time, I’m tired of doors. Finally you go through one of these things, and you come out the other side, and you realize, that’s all there are, doors, and windows and bridges and gates and they all open the same way and they all close behind you. Look life is supposed to be a path and you go along and these things happen to you and they’re supposed to change you, change your direction. But turns out that’s not true. Turns out the experiences are nothing, they’re just some pennies you pick up off the floor you stick in your pocket and you’re just going in a straight line to you know where.
Episode 6.03 The Collaborators
Aimee Swenson: You’re a dirty little spy!
Dick Whitman: I dropped a penny!
Episode 6.04 To Have and to Hold
Sylvia Rosen: Arnie’s on call Thursday or Friday. I’ll leave a penny under the mat when he’s flown the coop.
Later, after Don finds the penny under her mat, he puts the coin in her hand, as if paying her. This is the scene immediately following the one where he tells Megan she’s a whore because she kisses for money.