We need to know a few things for this answer, the volume of an Olympic swimming pool and the volume of the penny (US coin).
First of all, the FINA lists the dimensions of an Olympic swimming pool as such:
50 meters long by 25 meters wide by at least 2.0 meters deep 
Since the depth could conceivably be unlimited, we will use a depth of 2.0 meters, meaning that the total volume of an Olympic swimming pool is 2,500 cubic meters.
The US Mint gives the following specifications for a penny:
A diameter of 19.05 millimeters and a thickness of 1.52 millimeters 
This means that the US penny has a volume of 4.3323E-7 cubic meters
Using these results, we find that 5.771 billion pennies are needed to fill the pool, which all together are worth 57.7 million US dollars.
One more thing:
Forbes lists the worlds billionaires here, the richest people on Earth. Currently, Carlos Slim Helu and his family are listed at #1 with a net worth of about 73 billion US dollars. 
If they so desired, they could fill over 1200 Olympic swimming pools with pennies. So yeah.