Peabody is interviewing for "1" welder right now at their NARM Mine north of Douglas, WY. It is a very tight, close knit club to get in if you are looking for a permanent job as the one listed above. Typically, when a job opening arises, thousands of apps are submitted and "reviewed" so that someone's preselected, unqualified "brother-in-law" can be hired. Since you're not from the area, this is GOOD THING! and puts you in another category that is in your favor (for some reason locals are passed over).
There is always maintenance work with Mineserco (division of Bucyrus/Erie) and P&H.
Gillette, WY is the center for Coal Mining in the area, (Powder River Basin) and there are a few small local contractors...Steve Vino, Hladky, L&H...etc. so if a remote search comes up dry, the best way is to blow into town and start knocking on doors.
The Powder River Basin has 200 years worth of coal reserves by 1980's technology and estimates, so there is somewhat "steady" work in the area.
Good luck to you, this is a great place to live, work and play.