Fireplace supply store.
I was under the impression that coal should be burned in a coal-burning stove, not on an open hearth. My parents heated with anthracite for a few years, in their special coal stove, not in the fireplace. Burning anthracite, even in a contained stove, generates a fair amount of coal dust and, unless you get the temp and airflow just right, big clinkers that dustily collapse when you try to remove them from the stove.
I once lived in an apartment with a freestanding wood stove and my lease specified that I not attempt to burn coal in it.