Neutral pion transverse momentum (pT) spectra at mid-rapidity (|y| < 0.35) were measured in Cu+Cu collisions at sqrt s_NN = 22.4, 62.4, and 200 GeV. Relative to pi -zero yields in p+p collisions scaled by the number of inelastic nucleon-nucleon collisions (Ncoll) at the respective energies, the pi-zero yields for pT ge 2 GeV/c in central Cu+Cu collisions at 62.4 and 200 GeV are suppressed, whereas an enhancement is observed at 22.4 GeV. A comparison with a jet quenching model suggests that final state parton energy loss dominates in central Cu+Cu collisions at 62.4 GeV and 200 GeV, while the enhancement at 22.4 GeV is consistent with nuclear modifications in the initial state alone.