yes methane causes an explosion hazard in mines but i think Kevin9 might be thinking of radon, which is not specific to mining as such but occurs naturally in some geological formations/rock types. It causes lung cancer. See radon.com for more info
When I saw this question I immediately thought of radon which is a big problem in some areas, so much so that they incorporate radon barriers into all new buildings.
Radon is not likely in coalbearing strata. Radon is primarily found in igneous rocks, most notably in granite, and on release rises through fissures in the rock. It has been known to build up to worrying levels in buildings - hence the aim of sealing them on the underside to block access into the buildings and force the gas to travel out to the sides and into the atmosphere.