The only place like the one you describe that I know of around here has high chain link fences with those 45 degree arms with barbed wire on them all along the tracks except where they cross a feeder leading to hiway249. There is a always a long line of coalcars at the plant but one would have to walk almost a mile down those tracks and would be enclosed by that damn fence the whole way, and I'm sure I would be met by a law offical of some branch or another long before I got those black nuggets back to the car. There are some disadvantages to living in such a Big City.
Would the difference between forge coal and boiler coal be so great that I couldn't use it? I would hope not. Travel by vehicle to Conroe, Tx would be easier for this individual than a long dangerous walk down a railroad line. But that doesn't mean it is not a wonderful idea in other places without the security, paranoia and crime to deal with.
Edit: Yes Mr mkoltz. That is a wonderful idea as well.