Green’s Dictionary of Slang

(US tramp) coal, as slept on in a freight train.

1913		B.T. Harvey ‘Word-List From The Northwest’ in DN IV:i 27: Pittsburg feathers, n. Coal.
1916		‘A-No. 1’ Snare of the Road 119: I noted that the car was loaded with ‘Pittsburgh Feathers’ [...] I ran to the side of the car, swung aboard and crawled into the vacant space which I barricaded with chunks of the rough coke.