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Literally, fuel from fossils. Decayed plant and animal life builds up in thick layers over time. On the surface of the earth, it combines with ash, dust and debris to form topsoil. But when dense vegetation from swamps, jungles, rainforests and lake beds are buried under layers of soil, rock and other materials, the decayed matter turns into a tarry substance under pressure which concentrates the combustible materials into coal, natural gas, tar and petroleum. It takes millions of years for decayed material to fossilize into usable fuel. In the case of petroleum, the tar or oil which contains less dense petroleum products must be preprocessed before it can be used as fuel. Some types of coal must also be preprocessed before they become efficient fuels.
There is little fundamental difference between "natural" fuels such as wood and fossil fuels such as coal and oil. Both contain the same combustible substances: essential oils and body fats from dead plants and animals. The primary difference is the concentration of available energy in the fuel. What makes fossil fuels so useful and valuable is the high ratio of available energy to waste product produced when the fuel is burned.
See also:
coal, carbon dioxide/carbon monoxide, greenhouse effect, hazardous air pollutants, Clean Air Act