One of the first pieces of information that you will need is the name of the mining company for which your ancestor worked. This information may be found on World War I and World War II draft registration cards, if your ancestor was the right age to register for the draft. Another source for this information is Social Security card applications. The place of employment of the individual is listed. Social Security came into being in 1932 and all coal miners were required to apply for a social security card. The public library in the community where your ancestor lived may also have information on the names of mining companies operating in the area at the time your ancestor was a miner. You might inquire through the United Mine Workers Association (UMWA) to see if you can obtain a copy of the miner's work record, which would list the place of employment as well. Their address is: UMWA Health and Retirement Funds, 4455 Connecticut Avenue, Washington, DC 20008 Attention Records Manager http://www.umwa.org/homepage.shtml and http://www.umwafunds.org/. Also don't forget to check with district offices of the UMWA, they may know of the existence and location of additional records as well.
After you have found the name of the mine, place a call to the state archives and ask if they have specific records relating to the mine in question. Very often they do. You want to look at payroll records, and since many miners bought goods at coal company owned stores, don't forget to search for their records too. In addition, it was common for miners to live in company owned houses, so rental records may exist for your ancestor. State archive collections may also include old photos of mining operations and equipment as well as the communities in which your ancestor lived.
If you believe that you ancestor suffered a mine injury or death, contact the National Mine Health and Safety Academy. They have an archive of accident and fatality investigation reports, plus information on mining disasters and historical photographs. Their contact information is MSHA Library, Accident Investigation File Archives, National Mine Health and Safety Academy, 1301 Airport Road, Beaver, WV. 25813-9426, http://www.msha.gov/training/library/library
Coal mining has a vast and rich history of its own. Understanding your ancestor's occupation will enrich your family history experience, and who knows, you may even find a genealogical diamond.