Not really, but a lot of people keep them. If it is in great condition, I would probably hold onto it. If not, just release it back into the wild. You will find another.
The San Francisco Mint minted circulation pennies from the 1900s until 1955, and again briefly from 1968-1974. The ones from that latter period are about as common as wheat pennies. Some folks save them for their relatively low mintage.
Any coin dated after 1974 and bears an S mintmark is a proof. (And before somebody asks, 1979-81 Susan B. Anthony dollars with an S are most likely circulation strikes.)