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If you are looking for coal, you can order bags of Nut Coal from Tractor Supply.

Metal Sources.

Local

Winchester Metals
195 Ebert Rd, Winchester, VA 22603
7 AM - 4:30 PM
Phone: (540) 667-9000
https://winchestermetals.com/
5 foot precut pieces of steel and aluminum in many shapes, sizes and thicknesses
Wide selection of 20' long steel in most sizes, shapes, and thickness
They will cut a long piece in half for you.
Don't miss their cut-off bins, around the corner from the office.
You can sometimes find really nice pieces at per pound scrap prices
Also offer shearing, bending, and laser/torch cutting.

BMG Metals
7600 Wellingford Dr, Manassas, VA 20109
8 AM to 3 PM
Phone: (703) 330-4474
https://bmgmetals.com/locations/
20 foot sections
They will cut a piece in half, but the cut will be very expensive.
Then are in business to sell full lengths of steel only

Big Box Stores (Lowes, HomeDepot, Tractor Supply)
Have a selection of steel and some aluminum in their hardware isles.
It is all actually metric sizes though they sell it in imperial sizes
(So, that 1 inch wide piece is likely only 25mm wide instead of 25.4)
The steel is not as good as the suppliers above
But in a pinch, if you need a quick piece of steel.....

Online Sources

Speedy Metals
https://www.speedymetals.com/
A very wide selection of materials in all sorts of sizes, thicknesses, and shapes
Will cut to length what you need.  Need a 1 inch length of square tube?  No Problem.
I have found their material prices to be reasonable, but their shipping and handling to be high.
But, they do a great job of packaging to get the material to you in pristine condition. 

MetalsDeopt
https://www.metalsdepot.com/
Wide selection of steel and some other metals.
Note: Steel is heavy - shipping can be significant

OnlineMetals
https://www.onlinemetals.com/
Wide selection of steel and some other metals/
Note: Steel is heavy - shipping can be significant

For a big enough order, I shop the two above against each other.

For knife steels see Sources for Steel under Knife Workshops on the Wiki.
http://wiki.makersmiths.org/display/MAK/Knife+WorkshopsJim W.