Coal/Atoka County has some active coal mines. Not sure of how to contact them.
I haven't heard anyone talk about coal in years. When I was a kid in Alabama, we used to walk along the railroad tracks with old burlap feed bags and pick up coal to heat the house with. If you ever watched the trains as they went by, they were always overfilled and rocked from side to side as they went by spilling overflow on each side of the tracks.
Given the better loading methods used today in Wyoming, better cars, and long distance from WY to OK for the load to settle, I doubt there's much coal to be gathered along the train routes carrying coal to the electric generation stations.
I have read on some of the forums associated with black smithing about individuals selling coal in that area from coal seams on their property, but I have absolutely know idea how to find them, I can't even remember what forum I read that on. Maybe you could contact the city government of Coalgate to see if they know anyone who does this. I guess you could take a trip their and go to the local cafe and ask some of the old timers there. You would probably have to buy a pickup load.
I just remembered, as I was typing this, it was on Anvilfire.com, I think that they have links where you can order coal by the bag. There used to be a horse shoe supply on highway 377 in Texas, in one of the small towns north of Denton, that sold coal.
Here are some links from a "where to buy coal in Oklahoma" google search....
http://www.yellowpages.com/oklahoma-city-ok/coal-suppliers
http://www.yellowpages.com/oklahoma-city-ok/blacksmith-coal-suppliers
http://www.phoenixcoal.com/
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