The Antique Lincoln coin collection is found in the Museum of History Offices, Library section (2 stories with turret), in a room on the eastern side of the top floor.
Once you reach the top of the stairs continue east until you're in the hall. Take a left and then a right then another left. It should be in the bookcase on the middle shelf. In reality, these are pre-War pennies. The Prima-published official game guide mistakenly lists this item as being in a room on the western side of the same floor.
The original official game guide mistakenly listed this item as being in a room on the western side of the same floor, while its actual location is in the east. This was corrected in the Game of the Year Edition guide.