Humm...I should maybe get one of those coal furnaces. The heating plant I'm currently working in used to burn coal, but converted years ago. However, they've still got half a bunker full of coal. Probably enough to last me for some years. It's just sitting there. "I would not mind so much if it went missing," my boss said. "Saves me the cost of throwing it out."
It will probably sit there until the (very old and condemned) building gets torn down.
I used to work in another large heating plant that burned coal, and it was a pain in the ass. We burned about four tons of pulverized coal an hour, and fed the resulting smoke though a scrubber and baghouse. It kept us too busy even to take breaks or lunch. I'd come home covered in coal dust and ash. God, was I happy when they gave up on coal and went back to gas!