A couple of things are at work.
It would be incredibly difficult to overstate the influence coal's decline has had on West Virginia's politics. West Virginia Democrats never actively disavowed their national party on the coal issue. The UMW didn't necessarily collapse with the mines, but their organization collapsed because they continued to support national Democrats in direct contrast to what benefits coal and their members. The UMW essentially committed suicide, with an overwhelming percentage of its members being retirees who are losing their benefits to bankruptcy.
Cultural issues are also an incredible, incredible rightward pressure on voters. The assumption for a long time has been that WV Democrats are cultural conservatives. That's certainly what they ran on. But they made these pro-life promises for so long that unrest began around 2008 in the country churches with folks asking why, after electing all people that say they're pro-life , are abortions legal in the ninth month courtesy of the taxpayer. This sort of 'why aren't you delivering?' mentality began to shift the organizational power toward the Republicans.
It's also important to highlight that Democrats couldn't touch the traditional Republican base. The upper middle class on up has always been a strongly Republican constituency. The Democrats couldn't compete there. There were also certain parts of the state which were Republican before the state began to move. There has always been a powerful sense of political inertia, meaning that communities favor incumbents so they all line up with the incumbent power. Chinks in the incumbency armor favor Republicans and they have been occurring at an ever increasing rate.
While the politics on the ground has resulted in much of the movement toward the Republican Party, the Democratic leadership has essentially kissed Appalachia goodbye. Think of who controls the Democratic Party: folks whose only political ideology is social liberalism. They're views on society and culture are derived from liberalism. They're views on work and money are informed by social liberalism. This creates a permanent disdain for Appalachian people.
How many times have liberals mockingly called West Virginia a taker state voting against their own government-dependent interests because they're dumb and racist? Every time they discuss my people. The economic promise of the Democratic Party used to be about work, unions, and stopping the government from screwing the working man. Today, the economic promise of the Democratic Party is of wielding government power to screw over the rich to give out free things. Republicans in WV used to be a very patrician party. Today the Republicans will say, 'We care about your work. We want to prevent government from screwing you over in the form of EPA regs. We don't like the union much but we do support your cultural values.'
You must also consider the type of work done by the old members of the Democratic majority. They mined coal in the south, cut timber in the middle, and worked steel in the north. Everyone was sore after a day of work. The first Democratic message resonated with these guys. The second one, not so much. Try justifying taxing those guys to provide free stuff to those who don't work. I can't tell you how many times I've heard, 'I don't have a high school diploma but I can keep my family fed, what's their excuse?'
TLDR; The Democratic Party left us. They don't care about us. We finally realized that.
Elitism has hammered the Democrats in many such places, and it has only worsened their appeal as they have dropped much of what used to make them so appealing to appeal to their new voters and the former Republicans who have joined them in places like the Northeast. Adding to the problem is that the Democrats don't think they need these states anymore, which means it likely will not change anytime soon.
