Have a look at this link where it is stated that a penny dropped from the Empire State Building onto someones head is unlikely to break their skin. http://www.straightdope.com/classics/a1_225html
This question appears on hundreds of websites about popular myths. Apparently the penny would bounce off the pavement without causing any damage. Here's just one of those web sites. http://ucsub.colorado.edu/~macklem/paper.html
Urban myth. Re the original question it is unlikely to crack the concrete. As previous answers have suggested a look at the many web sites about this popular myth should put your mind at rest. Ilanga Lots of people have been told lots of things about pennies dropping from the ESB. I suggest that you have a look at the links posted above.
I once heard that if someone standing on top of the Eiffel Tower dropped a frozen pea it would kill someone, I doubt this but, you never knoe until you've tried it which is what someone should do with the penney and the ESB