<?xml version="1.0"?>

<ownershipDocument>

    <schemaVersion>X0201</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2003-08-05</periodOfReport>


    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001169888</rptOwnerCik>
            <rptOwnerName>MYERS TODD A</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>2 NORTH CASCADE AVENUE</rptOwnerStreet1>
            <rptOwnerStreet2>C/O WESTMORELAND COAL COMPANY</rptOwnerStreet2>
            <rptOwnerCity>COLORADO SPRING</rptOwnerCity>
            <rptOwnerState>CO</rptOwnerState>
            <rptOwnerZipCode>80903</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Vice President - Sales &amp; Mrktg</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>

        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock - $2.50 par value</value>
            </securityTitle>
            <transactionDate>
                <value>2003-08-05</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>M</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>1054</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>10054</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>

        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock - $2.50 par value</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>907</value>
                    <footnoteId id="F1"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>401(k)</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>

    </nonDerivativeTable>

    <derivativeTable>

        <derivativeTransaction>
            <securityTitle>
                <value>Performance Units</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>2.91</value>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2003-08-05</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>M</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F2"/>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>18176</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                    <footnoteId id="F2"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2003-07-01</value>
            </exerciseDate>
            <expirationDate>
                <value>2003-08-05</value>
                <footnoteId id="F4"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                    <footnoteId id="F3"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>18176</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>0</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeTransaction>

        <derivativeTransaction>
            <securityTitle>
                <value>Performance Units</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>2.91</value>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2003-08-05</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>M</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F2"/>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>1294</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                    <footnoteId id="F2"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2003-07-01</value>
            </exerciseDate>
            <expirationDate>
                <value>2003-08-05</value>
                <footnoteId id="F4"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                    <footnoteId id="F3"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>1294</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>0</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeTransaction>

        <derivativeTransaction>
            <securityTitle>
                <value>Performance Units</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>2.91</value>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2003-08-05</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>D</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F2"/>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>2589</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>14.7238</value>
                    <footnoteId id="F2"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2003-07-01</value>
            </exerciseDate>
            <expirationDate>
                <value>2003-08-05</value>
                <footnoteId id="F4"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                    <footnoteId id="F3"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>2589</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>0</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeTransaction>

    </derivativeTable>

    <footnotes>
        <footnote id="F1">Shares held in 401(k) plan as of June 30, 2003, including 85 shares acquired at various prices from March 31, 2003 to June 30, 2003.</footnote>
        <footnote id="F2">The performance units were settled on August 5, 2003.  The value of each unit was $14.72375, reflecting the excess of the specified settlement price ($17.6335) over the base price ($2.90975).  Of the total value of the units,
(i) 82.4% was deferred for up to five years and may be paid at the discretion of the issuer from time to time in cash, stock or any combination thereof,
(ii) 5.87% was settled in common stock (1,054 shares valued at $18.08, the average of the high and low reported sales prices on June 30, 2003, and
(iii) 11.73% was settled in cash.</footnote>
        <footnote id="F3">Right to receive cash or stock at the option of issuer; similar to a Stock Appreciation Right.</footnote>
        <footnote id="F4">Date is for electronic form purposes only.  Expiration date is not applicable.</footnote>
    </footnotes>


    <ownerSignature>
        <signatureName>/s/ Diane S. Jones, VP - Corporate Relations, by Power of Attorney</signatureName>
        <signatureDate>2003-08-05</signatureDate>
    </ownerSignature>

</ownershipDocument>
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X0201
4
2003-08-05
0
0000106455
WESTMORELAND COAL CO
WLB
0001169888
MYERS TODD A
2 NORTH CASCADE AVENUE
C/O WESTMORELAND COAL COMPANY
COLORADO SPRING
CO
80903
0
1
0
0
Vice President - Sales & Mrktg
Common Stock - $2.50 par value
2003-08-05
4
M
0
1054
0
A
10054
D
Common Stock - $2.50 par value
907
I
401(k)
Performance Units
2.91
2003-08-05
4
M
0
18176
0
D
2003-07-01
2003-08-05
Common Stock
18176
0
D
Performance Units
2.91
2003-08-05
4
M
0
1294
0
D
2003-07-01
2003-08-05
Common Stock
1294
0
D
Performance Units
2.91
2003-08-05
4
D
0
2589
14.7238
D
2003-07-01
2003-08-05
Common Stock
2589
0
D
Shares held in 401(k) plan as of June 30, 2003, including 85 shares acquired at various prices from March 31, 2003 to June 30, 2003.
The performance units were settled on August 5, 2003.  The value of each unit was $14.72375, reflecting the excess of the specified settlement price ($17.6335) over the base price ($2.90975).  Of the total value of the units,
(i) 82.4% was deferred for up to five years and may be paid at the discretion of the issuer from time to time in cash, stock or any combination thereof,
(ii) 5.87% was settled in common stock (1,054 shares valued at $18.08, the average of the high and low reported sales prices on June 30, 2003, and
(iii) 11.73% was settled in cash.
Right to receive cash or stock at the option of issuer; similar to a Stock Appreciation Right.
Date is for electronic form purposes only.  Expiration date is not applicable.
/s/ Diane S. Jones, VP - Corporate Relations, by Power of Attorney
2003-08-05