The Philadelphia mint was the only place coins were minted for a number of years in the early 1800's. Because there was just one mint, there was no reason for a mint mark - they all came from the same place.
When additional mint facilities came on line, they added a mint mark to indicate where the coins were minted - however, Phily minted coins continued to be minted with no mint mark. So, your coin is a very normal 1937-P Lincoln Cent.










Obverse
Reverse





