An article from The Guardian, 20.3.14 (by Zoe Cormier):

So is it ever possible for a coin dropped from a skyscraper to be lethal?

"If you dropped a coin from high enough in a vacuum chamber, it could possibly kill you," Butterworth confirms. True vacuums, however, only exist in the lab: even space, once thought devoid of all matter, is sprinkled with gas and dust (though no skyscrapers as of yet).

A breadboard, on the other hand, is a different story. Dropped from the Empire State Building, which is 381 metres high, a 220g wooden breadboard on its side would take just under nine seconds to hit the ground and would hit you at a speed of 311km/hr.

So where does the penny myth come from? Butterworth suggests it might have something to do with the psychological impact of skyscrapers. "Maybe standing on tall buildings gives people an exaggerated sense of their own power."