The doors in the dorm opened inward, and the door frame had a lip on the outside against which it would stop when you closed it. The pennies go between the door and the frame, at the height of the deadbolt (or the handle if you prefer). By putting in enough pennies, you force the door back strongly against the latch and/or deadbolt, such that this is held there by friction and difficult to turn unaided. Depending on how deep this lip is, and how good you are at getting the pennies in there, it can work well for people either within or outside of their room when you do it.
Of course, it requires quite a solid door in order to work properly. |