There are thousands of underground coal fires around the world and more than one hundred in the United States (see Deep Underground, Miles of Hidden Wildfires Rage). Most of these fires start due to mining activities, but some fires started are ignited naturally. They are difficult to extinguish, and can burn for years, decades, or longer. Amazingly, there is naturally-occurring coal fire in Australia that is believed to have burning for 6000 years so far (see Burning Mountain)*. According to the article linked above, some scientists estimate that three percent of the annual coal emissions are caused by these fires, but they admit there is a lot of room for error in their estimates.
*Pretty unrelated, but this reminds me of natural fission reactors that ran for long periods of time (see Natural nuclear fission reactor).