Baldwins sold a possible 1844 "proof" penny which they said they didn't think was a proof, just a well struck currency, in the late 2000's. I don't think they exist, unless one turns up of course! Peck didn't see one and I think he was just going on an old reference in his footnote (again from memory, I don't have Peck to hand).
Adams also didn't have the 1841 copper and the 1853 bronzed proofs.
Now that Montagu mentioned the silver 1841 penny, that must be one of the biggest regrets of my (numismatic) life to miss out on it (I think it's the only one in commerce) when it came up in the Glenister Spink auction in 2007. Way out of my budget then, but if only I'd pushed the boat out - it went for £4,000.