The Coal & Coke Railway was started in 1902 by former U.S. Senator Henry Gassaway Davis to connect Charleston with Elkins and help move coal from his land in central West Virginia. Davis bought and combined smaller railroads and built 107 new miles of track through the mountains, completing the route in 1905.

The railway connected to other major lines and allowed West Virginia coal to reach the Great Lakes and the Atlantic. It also carried passengers and goods like timber and coke. In 1916, after Davis died, the B&O Railroad took over the Coal & Coke and made it part of its Charleston branch.