You place all ten bags on the scale. Insert the penny in the scale then remove the bags one at a time. Whichever bag lowers the weight by a greater amount than any other bag is the bag of gold bars. This is assuming that there an equal number of bars in each bag but there is no reason to assume otherwise given the parameters of the problem.

For those of you not old enough to remember the penny scales you were able to slowly remove weight without resetting the coin mechanism but if you tried to add additional weight they would immediately reset.

Jimbo