Pretty much anywhere underground. Dig down, you will eventually run into copper. It's fairly common, but much less common than regular iron ore.
@Mort,
Deleting the animal files from the server does not fix the issue with animals.
Here's how it goes for me:
Male Goat + Female Goat = breeding okay, but no food consumption, immortal=they never die on their own, upon death by axe they drop rotten meat instead of regular meat
Cow = no food consumption, milk gathering works fine, mortality not tested.
Male Pig + Female Pig = breeding not working, no food consumption either, immortal as well.
Rabbits = breeding works even if only ONE rabbit is present in the cage. Food and water consumption works.