A coin left on a headstone or at the grave site is meant as a message to the deceased soldier's family that someone else has visited the grave to pay respect. Leaving a penny at the grave means simply that you visited. A nickel indicates that you and the deceased trained at boot camp together, while a dime means you served with him in some capacity. By leaving a quarter at the grave, you are telling the family that you were with the solider when he was killed.