During World War II, nickel was needed for the war effort, so the composition of nickels was changed. These "War Nickels" are 35% silver, making them more valuable than regular nickels.
The 1938-D Buffalo Nickel, especially in higher grades, can be quite valuable. Look for coins with a strong strike and minimal wear.
The 1950-D Jefferson Nickel is another valuable coin, especially in higher grades. Look for coins with full steps on the Monticello building on the reverse.
Some 2004 and 2005 Jefferson Nickels were minted with errors, such as the "Speared Bison" and the "Ocean in View" reverse, which can make them valuable to collectors.
While not as valuable as some of the others on this list, the 1939-D Jefferson Nickel can still fetch a decent price, especially in higher grades.
In 2009, the U.S. Mint issued special designs for the Jefferson Nickel to commemorate the bicentennial of Lincoln's birth and the Lewis and Clark expedition. These can be collectible, especially in uncirculated condition.
Keep an eye out for nickels with off-center strikes or double die errors, as these can be valuable to collectors.