Use water as a conductor for a circuit powered by 1.5v battery
The spoon, tin foil, and penny are all metals, and will have a very low resistance - probably well under 1 ohm, so will allow ample current to flow to light the lamp.

The salt water will have a much higher resistance, allowing very little current to flow - this low current will not be sufficient to cause the lamp to light.  I just measured the resistance of some salty water - it was about 50,000 ohms (50Kohms) which would only allow 30 uA (.03 mA) to flow in your circuit - not nearly enough to light a lamp.

If you connect an ammeter in series with the lamp, you will be able to measure the current with different test materials.