Composite materials and methods for their preparation are described herein. The composite materials include a polyurethane made from the reaction of at least one isocyanate and at least one polyol, and coal ash (e.g., fly ash). The composite materials are highly reactive systems such as through the use of highly reactive polyols, highly reactive isocyanates, or both. The coal ash is present in amounts from about 40% to about 90% by weight of the composite material. Also described is a method of preparing a composite material, including mixing at least one isocyanate, at least one polyol, coal ash, and a catalyst.