Henry said:
Anthacite coal is the best kind - clean-burning, good producer.
Bitumenous coal is impure - sulfur, I believe? It burns rather foully, but still burns. Either A or B could be used in a steam engine.
I haven't researched it, but I believe I've heard that with exception of a few specimens, in the real world, there are no more known reserves of Anthracite coal.
No, there are still a few - Alaska has some untapped reserves.
An article on anthracite.
As for clean burning, there is an old advertising jingle for the Lackawana R.R. - 'Phoebe Snow all dressed in white, rides the road of anthracite!' using anthracite was not common, but vastly preferrable. Some cities passed laws that only anthracite could be burned while within city limits. Bitumous has been burned for a lot longer than anthracite, it was not used as a fuel until the 19th century. Bitumous coal actually predates the Romans.
For what it is worth diamonds are an even higher energy source than anthracite, and burns with little or no ash or soot. But it might be a bit pricey.
There were a number of discussions about coal burning, prices, mining, and pollution on the Privateer Press forums. *dig, dig, dig!*
Prices
Mining
Pollution
And I think that I blathered about it a bit on the ENPublishing forum while talking about Steam & Steel.
The Auld Grump, who recently finished rereading
De Re Metallica, a book of mining techniques from the 16th Century... Very dry, but worth reading. (And this time I made it all the way through!

)
*EDIT* Yes sulphur is one of the contaminants, bitumous coal is extremely variable as to impurities, and can produce lumps of unburnable clinker in the firebox of the engine, and coat the stacks with something very much like tar.