I saw this on a Facebook page I follow that shares haunted stories of Kentucky. Someone on the page was visiting a cemetery and saw something that they couldn't explain and it wasn't a ghost, it was a coin.

Dating back to the Roman Empire, according to scopes.com,

A coin left on a headstone lets the deceased soldiers family know that somebody stopped by to pay their respect. Leaving a penny means you visited.

A nickel means that you and the deceased soldier trained at boot camp together. If you served with the soldier, you leave a dime. A quarter is very significant because it means that you were there when that soldier died.