<?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>0001169481</rptOwnerCik>
            <rptOwnerName>LEPCHITZ W MICHAEL</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>2 NORTH CASCADE AVENUE</rptOwnerStreet1>
            <rptOwnerStreet2>C/O WESTMORELAND COAL COMPANY</rptOwnerStreet2>
            <rptOwnerCity>COLORADO SPRINGS</rptOwnerCity>
            <rptOwnerState>CO</rptOwnerState>
            <rptOwnerZipCode>80903</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>VP, General Counsel, Secretary</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>2213</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>23613</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>1157</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>38700</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>38700</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>2717</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>2717</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>4890</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>4890</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 723 shares acquired at various prices from Dec. 31, 2001 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, and 1.173% was elected by Mr. Lepchitz to be deferred for a period of five years,
(ii) 5.87% was settled in common stock (2,213 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
0001169481
LEPCHITZ W MICHAEL
2 NORTH CASCADE AVENUE
C/O WESTMORELAND COAL COMPANY
COLORADO SPRINGS
CO
80903
0
1
0
0
VP, General Counsel, Secretary
Common Stock - $2.50 par value
2003-08-05
4
M
0
2213
0
A
23613
D
Common Stock - $2.50 par value
1157
I
401(k)
Performance Units
2.91
2003-08-05
4
M
0
38700
0
D
2003-07-01
2003-08-05
Common Stock
38700
0
D
Performance Units
2.91
2003-08-05
4
M
0
2717
0
D
2003-07-01
2003-08-05
Common Stock
2717
0
D
Performance Units
2.91
2003-08-05
4
D
0
4890
14.7238
D
2003-07-01
2003-08-05
Common Stock
4890
0
D
Shares held in 401(k) plan as of June 30, 2003, including 723 shares acquired at various prices from Dec. 31, 2001 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, and 1.173% was elected by Mr. Lepchitz to be deferred for a period of five years,
(ii) 5.87% was settled in common stock (2,213 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