My brother in law once owned a house with a big central gravity air furnace originally designed for coal. It had been converted to oil. He took the conversion out and went back to coal because he found it much cheaper. Of course, someone had to feed the furnace.
Back in the 60's I used to work on a coal burning boiler that had a screw feed from a big hopper.
Don't know what the economics of coal are at the moment.
http://www.blaschakcoal.com/html/home.htm
It's interesting that they mention the political implications of burning coal.