Pure copper pennies are getting harder to find, yes. I think current pennies are made with a copper-nickel alloy but it still works fine as an anode. Often you'll find pennies in circulation that look like they've been recovered from an ancient shipwreck, but are only a few years old by their mint date. This was probably the cause.

Another trick is plumbing and home care stores have a product called ZEP Root Kill, which is pure Copper Sulfate Pentahydrate. Other septic tank root killing treatments are also very likely to have high concentrations of copper sulfate. I learned about it from this Youtube video, but apparently it's a fairly well-established trick with folks who make their own ammo.