Coal and graphite are actually the same form of carbon. Light reflects differently off chunks v. small pieces, basically. (There is a third form of carbon, buckminsterfullerene, but it doesn't actually look very different from powdered graphite to the naked eye.)
If I had to make a guess, any time a pure element can take on more than one crystalline or amorphous configuration that's going to change its appearance and probably color, possibly substantially.
Absolutely. And that's exactly the case with carbon and phosphorus and a few others (like oxygen and sulfur). But most pure elements don't have multiple forms (aka
allotropes ).