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Chances are unless you have a U.S. Mint on hand yourself, you won't be able to chase down rare proof sets from 1872. Buying older proof sets is tricky, many of these sets are no longer on the market or have been collected by people who do have a personal mint.
However, you can own a share of the Mint from the 20th and 21st centuries. We like the 1955 Proof Set, even though it's not a complete silver proof set. The proof sets from the 1950s are accompanied by the original government-issue envelope, and compared to the more expensive 1950 coin proof set, it's a bargain for the beginning collector or for the seasoned collector, especially since Sammler.com estimates the value of the flat pack at $100.
Always check the values of proof sets before you buy. If your silver proof set is priced at or above its estimated value, you have a great buy that can increase in value if you keep those coins in the envelope, which a history buff might pay extra for. You don't need a US Mint to collect proof sets--just an appreciation for history.