The question is can one buy just pennies or nickels by coin or roll of such coins or are they in a set of all coin types of that year? and collectors remove them for rolls or graded coins from the set
Modern proofs of circulating coinage are only sold in sets. There have been a few exceptions, mainly the 1999-P proof SBA and the 40% silver brown Ikes(so named because of the brown packaging) from the 70s. The pre-WWII proofs were sold individually and tend to see higher mintages in the lower denominations since those were the most affordable.
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