Electric power in the US comes from numerous sources, which vary based on where you live. And the US is a big place, so it can vary widely. Power sources break down into two fundamental categories: non-renewables and renewables. Fossil fuel sources are the primary non-renewables such as natural gas, coal, and in some cases oil. Nuclear is also considered non-renewable due to the fuel used. Renewable sources are hydroelectric, wind, solar, biofuel, and more. In general renewables are vastly preferred because - by definition - they won't run out in the long run, and they emit far less emissions into our atmosphere and water systems.
Fossil fuels create energy mostly by burning the fuel into heat, and capturing that heat energy via various methods into mechanical movement and then into electricity. Renewable forms generally create electricity a bit more directly, without the extra step of creating heat. A problem with many renewable energy sources, however, is that they may not produce power in a consistent fashion, or when you want them to - solar power is available when the sun shines, wind power when the wind blows. Fossil fuels can be more consistent, producing power on demand, and are considered an "unvarying" supply. For renewable energy, time-shifting through grid storage systems makes better use of the power they make, allowing the grid to use it when needed. Time-shifting can be done in two primary ways, via pumped water storage with large reservoirs or battery storage. Battery storage is relatively new at the utility level, but is very effective and is the most responsive form of power available to grids.
It's in this way that EV's can actually be beneficial to the grid. For one, many EVs charge overnight, when the grid is underutilized and peak loads have dissipated, making better use of resources. There are also chargers (or EVSEs) which are intelligent and will dynamically adjust the charging power based on availability of renewable grid energy. EVs can also share power back to the grid when plugged in, smoothing out peak loads. This developing technology is called Vehicle-to-Grid (V2G).
The reason we've broached this subject is because many people are under the impression that most of the electricity in the US comes from coal. This was true back in 1988 when coal produced its peak of 57% of the electric power in the US, but in the 30 years since coal has dropped to almost half of that amount (we're awaiting 2018 numbers as we write this, but 2017 was around 30%). Coal power plants continue to be shut down and are contributing less to the electrical supply in America every year. Renewables now provide approximately 15% of our electricity, a number which is climbing every year. The end result is that the electric grid is getting cleaner over time, and with it, electric vehicles. An electric vehicle purchased today will be cleaner in five years and cleaner still 5 years after that, and we all reap the benefits.