I think that would be Wyoming.
Twenty-seven states produce coal. The major coal-producing states are (in descending order as of 2000, with annual production in thousands of short tons):
- Wyoming (338,900).
- West Virginia (158,257)
- Kentucky (130,688)
- Pennsylvania (74,619)
- Texas (49,498)
- Montana (38,352)
- Illinois (33,444)
- Virginia (32,834)
- North Dakota (31,270)
- Colorado (29,137) (see Coal mining in Colorado)
- Indiana (27,965)
- New Mexico (27,323)
- Utah (26,656)
- Ohio (22,269)
- Alabama (19,324)
- Arizona (13,111)
Source: http://en.wikipedia.org/wiki/Coal_mining_in_the_United_States