Zenopus is correct. None of the woodgrain or white box OD&D sets came with dice. When available, the dice you could buy from TSR were either the polyhedral set (yellow d4, orange d6, green d8, blue d12, white d20) or the percentile set (one white d20, one pink d20).
The first time that dice were included in the game would be in the larger sized boxed set, such as Holmes Basic, and I understand that the first of those sets had the multicolor polyhedral set but later had mono-colored polyhedral dice or in a few cases cardboard chits. Same for Gamma World, if I remember correctly, but never chits in those boxes. The percentile set was included (I think) in Top Secret and useful for Boot Hill.
Marv / Finarvyn DCC playtester (2011) S&W WhiteBox author (2009) C&C playtester (2003) Builder of the TrollBridge for T&T; Amber Diceless player since 1993 OD&D Player since 1975; Metamorphosis Alpha since 1976
"Don't ask me what you need to hit. Just roll the die and I will let you know!" - Dave Arneson