<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2006-02-10</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000106455</issuerCik>
        <issuerName>WESTMORELAND COAL CO</issuerName>
        <issuerTradingSymbol>wlb</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001169742</rptOwnerCik>
            <rptOwnerName>STERN WILLIAM M</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O WESTMORELAND COAL COMPANY</rptOwnerStreet1>
            <rptOwnerStreet2>2 NORTH CASCADE AVENUE</rptOwnerStreet2>
            <rptOwnerCity>COLORADO SPRINGS</rptOwnerCity>
            <rptOwnerState>CO</rptOwnerState>
            <rptOwnerZipCode>80903</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <derivativeTable>
        <derivativeTransaction>
            <securityTitle>
                <value>Depositary Shares</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>1.708</value>
                <footnoteId id="F2"/>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2006-02-10</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>5</transactionFormType>
                <transactionCode>W</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value>E</value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>2800</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2006-03-17</value>
                <footnoteId id="F3"/>
            </exerciseDate>
            <expirationDate>
                <value>2006-03-17</value>
                <footnoteId id="F4"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                    <footnoteId id="F5"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>4782</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>0</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>by J. Gutman Trust</value>
                    <footnoteId id="F6"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeTransaction>
        <derivativeTransaction>
            <securityTitle>
                <value>Depositary Shares</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>1.708</value>
                <footnoteId id="F2"/>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2006-02-10</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>5</transactionFormType>
                <transactionCode>W</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value>E</value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>2800</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2006-03-17</value>
                <footnoteId id="F3"/>
            </exerciseDate>
            <expirationDate>
                <value>2006-03-17</value>
                <footnoteId id="F4"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                    <footnoteId id="F5"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>4782</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>2800</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>by William Stern GS Trust</value>
                    <footnoteId id="F7"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeTransaction>
        <derivativeTransaction>
            <securityTitle>
                <value>Depositary Shares</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>1.708</value>
                <footnoteId id="F2"/>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2006-03-10</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>5</transactionFormType>
                <transactionCode>W</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value>E</value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>2100</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2006-03-17</value>
                <footnoteId id="F3"/>
            </exerciseDate>
            <expirationDate>
                <value>2006-03-17</value>
                <footnoteId id="F4"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                    <footnoteId id="F5"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>3586</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>0</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>by Estate of Melvin Stern Trust</value>
                    <footnoteId id="F8"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeTransaction>
        <derivativeTransaction>
            <securityTitle>
                <value>Depositary Shares</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>1.708</value>
                <footnoteId id="F2"/>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2006-03-10</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>5</transactionFormType>
                <transactionCode>W</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value>E</value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>1050</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2006-03-17</value>
                <footnoteId id="F3"/>
            </exerciseDate>
            <expirationDate>
                <value>2006-03-17</value>
                <footnoteId id="F4"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                    <footnoteId id="F5"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>1793</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>2050</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>by William Stern Revocable Living Trust</value>
                    <footnoteId id="F9"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeTransaction>
        <derivativeTransaction>
            <securityTitle>
                <value>Depositary Shares</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>1.708</value>
                <footnoteId id="F2"/>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2006-03-17</value>
                <footnoteId id="F10"/>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>J</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F10"/>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>0</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2006-03-17</value>
                <footnoteId id="F10"/>
            </exerciseDate>
            <expirationDate>
                <value>2006-03-17</value>
                <footnoteId id="F10"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                    <footnoteId id="F5"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>0</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>3000</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>by Berger Trust</value>
                    <footnoteId id="F11"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeTransaction>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">Each depositary share represents 1/4 of a share of the Company's Series A Convertible Exchangeable Preferred Stock.</footnote>
        <footnote id="F2">A conversion rate of 1.708:1</footnote>
        <footnote id="F3">Date is for electronic filing purposes only.  Security is immediately convertible.</footnote>
        <footnote id="F4">Date is for electronic filing purposes only.  Security has no expiration date.</footnote>
        <footnote id="F5">$2.50 par value per share.</footnote>
        <footnote id="F6">Reporting person was a trustee and beneficiary.</footnote>
        <footnote id="F7">Reporting person is a trustee and sole beneficiary.</footnote>
        <footnote id="F8">Reporting person was a trustee and co-beneficiary.</footnote>
        <footnote id="F9">Reporting person is sole trustee and beneficiary.</footnote>
        <footnote id="F10">Information is for electronic filing purposes only.  No transaction occured.</footnote>
        <footnote id="F11">Reporting person is sole trustee and reporting person's sister is sole beneficiary.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/Diane S. Jones, VP Corporate Relations, by Power of Attorney</signatureName>
        <signatureDate>2006-03-17</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0202
4
2006-02-10
0
0000106455
WESTMORELAND COAL CO
wlb
0001169742
STERN WILLIAM M
C/O WESTMORELAND COAL COMPANY
2 NORTH CASCADE AVENUE
COLORADO SPRINGS
CO
80903
1
0
0
0
Depositary Shares
1.708
2006-02-10
5
W
0
E
2800
0
D
2006-03-17
2006-03-17
Common Stock
4782
0
I
by J. Gutman Trust
Depositary Shares
1.708
2006-02-10
5
W
0
E
2800
0
A
2006-03-17
2006-03-17
Common Stock
4782
2800
I
by William Stern GS Trust
Depositary Shares
1.708
2006-03-10
5
W
0
E
2100
0
D
2006-03-17
2006-03-17
Common Stock
3586
0
I
by Estate of Melvin Stern Trust
Depositary Shares
1.708
2006-03-10
5
W
0
E
1050
0
A
2006-03-17
2006-03-17
Common Stock
1793
2050
I
by William Stern Revocable Living Trust
Depositary Shares
1.708
2006-03-17
4
J
0
0
0
A
2006-03-17
2006-03-17
Common Stock
0
3000
I
by Berger Trust
Each depositary share represents 1/4 of a share of the Company's Series A Convertible Exchangeable Preferred Stock.
A conversion rate of 1.708:1
Date is for electronic filing purposes only.  Security is immediately convertible.
Date is for electronic filing purposes only.  Security has no expiration date.
$2.50 par value per share.
Reporting person was a trustee and beneficiary.
Reporting person is a trustee and sole beneficiary.
Reporting person was a trustee and co-beneficiary.
Reporting person is sole trustee and beneficiary.
Information is for electronic filing purposes only.  No transaction occured.
Reporting person is sole trustee and reporting person's sister is sole beneficiary.
/s/Diane S. Jones, VP Corporate Relations, by Power of Attorney
2006-03-17